Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356771.8754 | 170268.8227 | 186503.0527 | 523190.0767 | 71769.2736 | 451420.8031 |
Total P&L (%) | 356.7719 | 170.2688 | 186.5031 | 523.1901 | 71.7693 | 451.4208 |
Avg Daily Profit (%) | 0.3165 | 0.151 | 0.1654 | 0.1624 | 0.048 | 0.1516 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84823 | -37801 | -68031 | -543699 | -299257 | -276870 |
Profit Factor | 1.8411 | 1.7087 | 2.0141 | 1.2944 | 1.069 | 1.6125 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 53.5433 | 48.4375 | 58.7302 | 53.5433 | 48.4375 | 58.7302 |
Ratio Avg Win / Avg Loss | 1.5974 | 1.8189 | 1.4153 | 1.1231 | 1.138 | 1.1331 |
Largest Winning Trade | 123409 | 123409 | 38075 | 245210 | 205735 | 245210 |
Largest Losing Trade | -68031 | -26985 | -68031 | -209261 | -139031 | -209261 |
Avg Bars in Trades | 52 | 49 | 55 | 52 | 49 | 55 |
Avg Bars in Winners | 58 | 50 | 64 | 58 | 50 | 64 |
Avg Bars in Losers | 45 | 48 | 41 | 45 | 48 | 41 |
Bars Traded | 6641 | 3161 | 3480 | 6641 | 3161 | 3480 |
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 | 464623 | -129347 | -135506 | 308237 | -413240 | -136400 |
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{ "first_band": { "type": "midprice", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 99, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 99, "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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