Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406886.0133 | 383814.7202 | 23071.2931 | 378172.4904 | 570938.531 | -192766.0406 |
Total P&L (%) | 406.886 | 383.8147 | 23.0713 | 378.1725 | 570.9385 | -192.766 |
Avg Daily Profit (%) | 0.2882 | 0.2718 | 0.0163 | 0.1109 | 0.1349 | 0 |
Buy And Hold Return (%) | 50.2577 | 50.2577 | 50.2577 | 50.2577 | 50.2577 | 50.2577 |
Max Trade Drawdown | -98304 | -109792 | -89445 | -411729 | -473071 | -521411 |
Profit Factor | 1.758 | 2.2997 | 1.0956 | 1.1832 | 1.5119 | 0.7968 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 45.3488 | 41.8605 | 48.8372 | 45.3488 | 41.8605 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.1187 | 3.194 | 1.1477 | 1.426 | 2.0999 | 0.8347 |
Largest Winning Trade | 149529 | 149529 | 59978 | 335104 | 335104 | 178131 |
Largest Losing Trade | -41087 | -41087 | -38551 | -290382 | -167732 | -290382 |
Avg Bars in Trades | 63 | 56 | 69 | 63 | 56 | 69 |
Avg Bars in Winners | 81 | 84 | 79 | 81 | 84 | 79 |
Avg Bars in Losers | 47 | 37 | 59 | 47 | 37 | 59 |
Bars Traded | 5429 | 2448 | 2981 | 5429 | 2448 | 2981 |
Profit Streak | 0 | 0 | 547.1453 | 0 | 0 | 547.1453 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364638 | 341963 | -452031 | -65500 | -13147 | -580595 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 90, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 90, "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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