Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 685653.4632 | 693261.1548 | -7607.6916 | 4827804.0901 | 8101117.4286 | -3273313.3385 |
Total P&L (%) | 685.6535 | 693.2612 | -7.6077 | 4827.8041 | 8101.1174 | -3273.3133 |
Avg Daily Profit (%) | 0.2735 | 0.2765 | -0.003 | 0.1556 | 0.1759 | 0 |
Buy And Hold Return (%) | 3348.2794 | 3348.2794 | 3348.2794 | 3348.2794 | 3348.2794 | 3348.2794 |
Max Trade Drawdown | -79421 | -38913 | -104271 | -3853206 | -2268361 | -3850250 |
Profit Factor | 2.4676 | 4.8498 | 0.9735 | 1.3165 | 2.3025 | 0.6377 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 53 | 33 | 20 | 53 | 33 | 20 |
Losing Trades | 44 | 15 | 29 | 44 | 15 | 29 |
Profitability (%) | 54.6392 | 68.75 | 40.8163 | 54.6392 | 68.75 | 40.8163 |
Ratio Avg Win / Avg Loss | 2.0485 | 2.2044 | 1.4116 | 1.0929 | 1.0466 | 0.9247 |
Largest Winning Trade | 270286 | 270286 | 57398 | 2587751 | 2587751 | 1905264 |
Largest Losing Trade | -26085 | -24841 | -26085 | -1450445 | -1450445 | -958887 |
Avg Bars in Trades | 151 | 164 | 139 | 151 | 164 | 139 |
Avg Bars in Winners | 187 | 193 | 178 | 187 | 193 | 178 |
Avg Bars in Losers | 107 | 99 | 111 | 107 | 99 | 111 |
Bars Traded | 14696 | 7878 | 6818 | 14696 | 7878 | 6818 |
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 | -151549 | -146881 | -582586 | -19602 | 343151 | -584253 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 162, "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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