Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100565.88 | 23752.5148 | 76813.3652 | 82758.4816 | -30361.4614 | 113119.943 |
Total P&L (%) | 100.5659 | 23.7525 | 76.8134 | 82.7585 | -30.3615 | 113.1199 |
Avg Daily Profit (%) | 0.1931 | 0.0456 | 0.1475 | 0.1158 | -0.0695 | 0.1454 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70492 | -64492 | -31907 | -220474 | -183024 | -83100 |
Profit Factor | 1.2372 | 1.1066 | 1.3819 | 1.0822 | 0.9421 | 1.2346 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Losing Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Profitability (%) | 50.4 | 50.4 | 50.4 | 50.4 | 50.4 | 50.4 |
Ratio Avg Win / Avg Loss | 1.2176 | 1.089 | 1.36 | 1.065 | 0.9272 | 1.215 |
Largest Winning Trade | 29594 | 24753 | 29594 | 70714 | 54000 | 70714 |
Largest Losing Trade | -16144 | -16144 | -15436 | -54377 | -43829 | -54377 |
Avg Bars in Trades | 98 | 90 | 107 | 98 | 90 | 107 |
Avg Bars in Winners | 116 | 98 | 134 | 116 | 98 | 134 |
Avg Bars in Losers | 80 | 81 | 79 | 80 | 81 | 79 |
Bars Traded | 24670 | 11261 | 13409 | 24670 | 11261 | 13409 |
Profit Streak | 9.3967 | 9.7509 | 9.3967 | 9.3967 | 9.7509 | 9.3967 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345598 | -239285 | 156563 | -166125 | -580411 | 23701 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 213, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 213, "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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