Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794903.0904 | 548457.2313 | 246445.8591 | 4689863.699 | 1830575.2562 | 2859288.4427 |
Total P&L (%) | 794.9031 | 548.4572 | 246.4459 | 4689.8637 | 1830.5753 | 2859.2884 |
Avg Daily Profit (%) | 0.5366 | 0.3702 | 0.1663 | 0.2615 | 0.2 | 0.2289 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93970 | -91491 | -31231 | -2054863 | -1544280 | -1054084 |
Profit Factor | 3.3757 | 3.7453 | 2.828 | 1.7799 | 1.5101 | 2.1793 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 52.381 | 49.2063 | 55.5556 | 52.381 | 49.2063 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.0688 | 3.8661 | 2.2624 | 1.6181 | 1.5588 | 1.7435 |
Largest Winning Trade | 452591 | 452591 | 69512 | 1963559 | 1027126 | 1963559 |
Largest Losing Trade | -21878 | -21878 | -17471 | -752399 | -752399 | -529008 |
Avg Bars in Trades | 68 | 49 | 87 | 68 | 49 | 87 |
Avg Bars in Winners | 107 | 74 | 137 | 107 | 74 | 137 |
Avg Bars in Losers | 24 | 25 | 24 | 24 | 25 | 24 |
Bars Traded | 8617 | 3117 | 5500 | 8617 | 3117 | 5500 |
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 | 648433 | -130621 | -133228 | 452938 | -136472 | -133529 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 201 } }, "second_band": { "type": "tema", "factors": { "length": 155, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 201 } }, "second_band": { "type": "tema", "factors": { "length": 155, "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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