Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254929.6723 | 75751.4517 | 179178.2206 | 449054.7781 | 82067.5243 | 366987.2537 |
Total P&L (%) | 254.9297 | 75.7515 | 179.1782 | 449.0548 | 82.0675 | 366.9873 |
Avg Daily Profit (%) | 0.249 | 0.074 | 0.175 | 0.1665 | 0.0586 | 0.1507 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47786 | -49775 | -32576 | -249847 | -249847 | -137522 |
Profit Factor | 2.0038 | 1.4359 | 3.2351 | 1.5232 | 1.1467 | 2.2281 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 67.1875 | 62.5 | 71.875 | 67.1875 | 62.5 | 71.875 |
Ratio Avg Win / Avg Loss | 0.9786 | 0.8615 | 1.2659 | 0.7439 | 0.688 | 0.8719 |
Largest Winning Trade | 37075 | 33066 | 37075 | 140135 | 140135 | 109406 |
Largest Losing Trade | -45848 | -45848 | -28525 | -249847 | -249847 | -137522 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 36 | 30 | 41 | 36 | 30 | 41 |
Avg Bars in Losers | 53 | 52 | 55 | 53 | 52 | 55 |
Bars Traded | 2712 | 1248 | 1464 | 2712 | 1248 | 1464 |
Profit Streak | 0 | 104.2717 | 0 | 0 | 104.2717 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132201 | -92346 | 550211 | -134155 | -173006 | 412754 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 178, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 178, "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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