Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1047633.3717 | 848398.8879 | 199234.4837 | 2306533.3744 | 610713.3282 | 1695820.0462 |
Total P&L (%) | 1047.6334 | 848.3989 | 199.2345 | 2306.5334 | 610.7133 | 1695.82 |
Avg Daily Profit (%) | 0.5623 | 0.4554 | 0.1069 | 0.1709 | 0.1053 | 0.1551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109767 | -72380 | -74422 | -1910114 | -1253292 | -1464580 |
Profit Factor | 2.8529 | 3.942 | 1.7192 | 1.3233 | 1.1594 | 1.5134 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 44.0476 | 35.7143 | 52.381 | 44.0476 | 35.7143 | 52.381 |
Ratio Avg Win / Avg Loss | 3.624 | 7.0956 | 1.5629 | 1.6809 | 2.0869 | 1.3758 |
Largest Winning Trade | 616320 | 616320 | 66690 | 1356161 | 1356161 | 835272 |
Largest Losing Trade | -65303 | -28744 | -65303 | -1201346 | -529097 | -1201346 |
Avg Bars in Trades | 85 | 67 | 103 | 85 | 67 | 103 |
Avg Bars in Winners | 130 | 103 | 149 | 130 | 103 | 149 |
Avg Bars in Losers | 50 | 47 | 53 | 50 | 47 | 53 |
Bars Traded | 7196 | 2846 | 4350 | 7196 | 2846 | 4350 |
Profit Streak | 17.368 | 0 | 32.368 | 17.368 | 0 | 32.368 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542124 | 422187 | -46064 | 273758 | -101536 | 357649 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 122, "offset": 0 } }, "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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