Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589966.6182 | 415505.5827 | 174461.0355 | 1334546.3955 | 656244.1917 | 678302.2038 |
Total P&L (%) | 589.9666 | 415.5056 | 174.461 | 1334.5464 | 656.2442 | 678.3022 |
Avg Daily Profit (%) | 0.2723 | 0.1918 | 0.0805 | 0.123 | 0.0934 | 0.0947 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141762 | -100475 | -86231 | -2922406 | -1899021 | -1577252 |
Profit Factor | 1.6282 | 2.0059 | 1.3316 | 1.0978 | 1.1091 | 1.0888 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 140 | 65 | 75 | 140 | 65 | 75 |
Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
Profitability (%) | 60.0858 | 55.5556 | 64.6552 | 60.0858 | 55.5556 | 64.6552 |
Ratio Avg Win / Avg Loss | 1.0816 | 1.6047 | 0.7279 | 0.7292 | 0.8873 | 0.5952 |
Largest Winning Trade | 92877 | 92877 | 49850 | 847779 | 590632 | 847779 |
Largest Losing Trade | -49469 | -40783 | -49469 | -1149676 | -953836 | -1149676 |
Avg Bars in Trades | 54 | 40 | 68 | 54 | 40 | 68 |
Avg Bars in Winners | 51 | 32 | 68 | 51 | 32 | 68 |
Avg Bars in Losers | 58 | 50 | 68 | 58 | 50 | 68 |
Bars Traded | 12651 | 4756 | 7895 | 12651 | 4756 | 7895 |
Profit Streak | 12.8859 | 12.8859 | 74.2192 | 12.8859 | 12.8859 | 74.2192 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512455 | 448176 | -83717 | -139432 | -168913 | -187411 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 220, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 220, "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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