Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318784.9352 | 132208.7731 | 186576.1621 | 876182.776 | -1162.4467 | 877345.2227 |
Total P&L (%) | 318.7849 | 132.2088 | 186.5762 | 876.1828 | -1.1624 | 877.3452 |
Avg Daily Profit (%) | 0.2869 | 0.119 | 0.1679 | 0.2052 | -0.0011 | 0.2053 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72308 | -57020 | -44308 | -833326 | -929158 | -475369 |
Profit Factor | 2.3308 | 1.7827 | 3.6421 | 1.384 | 0.9993 | 2.4395 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 54.0984 | 48.3871 | 60 | 54.0984 | 48.3871 | 60 |
Ratio Avg Win / Avg Loss | 1.9777 | 1.9015 | 2.4281 | 1.1743 | 1.0659 | 1.6263 |
Largest Winning Trade | 60678 | 60678 | 47899 | 375579 | 318921 | 375579 |
Largest Losing Trade | -32690 | -32690 | -16204 | -446899 | -446899 | -220007 |
Avg Bars in Trades | 101 | 76 | 126 | 101 | 76 | 126 |
Avg Bars in Winners | 117 | 75 | 152 | 117 | 75 | 152 |
Avg Bars in Losers | 81 | 76 | 87 | 81 | 76 | 87 |
Bars Traded | 6161 | 2356 | 3805 | 6161 | 2356 | 3805 |
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 | -152666 | -31474 | 554204 | -156788 | -579778 | 503301 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 165, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 165, "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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