Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 687174.2074 | 475165.7465 | 212008.461 | 7294267.9515 | 2938749.4456 | 4355518.506 |
Total P&L (%) | 687.1742 | 475.1657 | 212.0085 | 7294.268 | 2938.7494 | 4355.5185 |
Avg Daily Profit (%) | 0.3662 | 0.2532 | 0.113 | 0.2296 | 0.1821 | 0.2025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84806 | -96595 | -88028 | -3994835 | -1730274 | -2758610 |
Profit Factor | 2.1579 | 2.5886 | 1.7202 | 1.5659 | 1.4828 | 1.6403 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 57.3034 | 55.0562 | 59.5506 | 57.3034 | 55.0562 | 59.5506 |
Ratio Avg Win / Avg Loss | 1.6078 | 2.1131 | 1.1685 | 1.1668 | 1.2104 | 1.1142 |
Largest Winning Trade | 126349 | 126349 | 53050 | 2715059 | 1697827 | 2715059 |
Largest Losing Trade | -53563 | -19090 | -53563 | -1267230 | -1264241 | -1267230 |
Avg Bars in Trades | 124 | 105 | 143 | 124 | 105 | 143 |
Avg Bars in Winners | 139 | 106 | 169 | 139 | 106 | 169 |
Avg Bars in Losers | 103 | 103 | 104 | 103 | 103 | 104 |
Bars Traded | 22116 | 9363 | 12753 | 22116 | 9363 | 12753 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555916 | 480641 | -39093 | 427630 | 339293 | 395143 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 244, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 244, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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