Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897924.7043 | 672409.8866 | 225514.8178 | 1570719.0172 | 1014269.4467 | 556449.5706 |
Total P&L (%) | 897.9247 | 672.4099 | 225.5148 | 1570.719 | 1014.2694 | 556.4496 |
Avg Daily Profit (%) | 0.6067 | 0.4543 | 0.1524 | 0.1904 | 0.163 | 0.1272 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103985 | -81117 | -89525 | -2970265 | -2245889 | -2051549 |
Profit Factor | 2.0418 | 2.3611 | 1.613 | 1.1073 | 1.1308 | 1.0808 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 68 | 26 | 42 | 68 | 26 | 42 |
Losing Trades | 120 | 68 | 52 | 120 | 68 | 52 |
Profitability (%) | 36.1702 | 27.6596 | 44.6809 | 36.1702 | 27.6596 | 44.6809 |
Ratio Avg Win / Avg Loss | 3.6031 | 6.1753 | 1.997 | 1.954 | 2.9574 | 1.3381 |
Largest Winning Trade | 540099 | 540099 | 56533 | 2382538 | 2382538 | 699383 |
Largest Losing Trade | -29135 | -18519 | -29135 | -926713 | -431264 | -926713 |
Avg Bars in Trades | 93 | 81 | 106 | 93 | 81 | 106 |
Avg Bars in Winners | 169 | 163 | 173 | 169 | 163 | 173 |
Avg Bars in Losers | 50 | 50 | 51 | 50 | 50 | 51 |
Bars Traded | 17632 | 7663 | 9969 | 17632 | 7663 | 9969 |
Profit Streak | 10.3373 | 0 | 13.6706 | 10.3373 | 0 | 13.6706 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419622 | -3687 | 305848 | -97203 | -86263 | -156177 |
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{ "first_band": { "type": "t3", "factors": { "length": 65, "offset": 0, "a": 0.6357 } }, "second_band": { "type": "tema", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 65, "offset": 0, "a": 0.6357 } }, "second_band": { "type": "tema", "factors": { "length": 117, "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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