Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529758.7874 | 458983.7512 | 70775.0362 | 1029722.2547 | 1505727.1539 | -476004.8992 |
Total P&L (%) | 529.7588 | 458.9838 | 70.775 | 1029.7223 | 1505.7272 | -476.0049 |
Avg Daily Profit (%) | 0.2932 | 0.254 | 0.0392 | 0.1343 | 0.1538 | 0 |
Buy And Hold Return (%) | 210.0626 | 210.0626 | 210.0626 | 210.0626 | 210.0626 | 210.0626 |
Max Trade Drawdown | -195220 | -151012 | -136662 | -3346997 | -1988890 | -1806539 |
Profit Factor | 1.8269 | 2.4475 | 1.2187 | 1.1599 | 1.4767 | 0.855 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Losing Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Profitability (%) | 60 | 65.4545 | 54.5455 | 60 | 65.4545 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.2179 | 1.2918 | 1.0156 | 0.7733 | 0.7794 | 0.7125 |
Largest Winning Trade | 112725 | 112725 | 47963 | 1000836 | 1000836 | 395157 |
Largest Losing Trade | -55102 | -30985 | -55102 | -873101 | -793860 | -873101 |
Avg Bars in Trades | 62 | 51 | 73 | 62 | 51 | 73 |
Avg Bars in Winners | 40 | 31 | 52 | 40 | 31 | 52 |
Avg Bars in Losers | 95 | 90 | 99 | 95 | 90 | 99 |
Bars Traded | 6898 | 2840 | 4058 | 6898 | 2840 | 4058 |
Profit Streak | 0 | 26.5201 | 0 | 0 | 26.5201 | 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 | 332713 | -171055 | -486232 | -59499 | -169895 | -760244 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 247, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 247, "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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