Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 867647.0505 | 610232.7871 | 257414.2634 | 4073179.3227 | 1345969.0777 | 2727210.245 |
Total P&L (%) | 867.6471 | 610.2328 | 257.4143 | 4073.1793 | 1345.9691 | 2727.2102 |
Avg Daily Profit (%) | 0.4981 | 0.3503 | 0.1478 | 0.2144 | 0.1535 | 0.192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119492 | -155865 | -30830 | -686848 | -702422 | -103814 |
Profit Factor | 2.4384 | 2.4488 | 2.4145 | 2.4454 | 1.5595 | 7.6095 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 60 | 22 | 38 | 60 | 22 | 38 |
Losing Trades | 55 | 36 | 19 | 55 | 36 | 19 |
Profitability (%) | 52.1739 | 37.931 | 66.6667 | 52.1739 | 37.931 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.2352 | 4.0071 | 1.2072 | 2.2416 | 2.552 | 3.8047 |
Largest Winning Trade | 337073 | 337073 | 58382 | 848289 | 848289 | 809776 |
Largest Losing Trade | -46192 | -46192 | -30830 | -686848 | -686848 | -90323 |
Avg Bars in Trades | 89 | 72 | 105 | 89 | 72 | 105 |
Avg Bars in Winners | 127 | 107 | 138 | 127 | 107 | 138 |
Avg Bars in Losers | 47 | 51 | 40 | 47 | 51 | 40 |
Bars Traded | 10255 | 4219 | 6036 | 10255 | 4219 | 6036 |
Profit Streak | 0 | 0 | 322.0243 | 0 | 0 | 322.0243 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569495 | -171037 | -168739 | 482692 | -174605 | -159969 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 97, "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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