Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490354.366 | 404586.1157 | 85768.2503 | 261247.5769 | 358604.8076 | -97357.2307 |
Total P&L (%) | 490.3544 | 404.5861 | 85.7683 | 261.2476 | 358.6048 | -97.3572 |
Avg Daily Profit (%) | 0.3031 | 0.2501 | 0.053 | 0.0794 | 0.0942 | -0.2243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203473 | -190407 | -135292 | -813890 | -732892 | -524869 |
Profit Factor | 1.3374 | 1.538 | 1.1223 | 1.061 | 1.1629 | 0.9532 |
Total Trades | 744 | 372 | 372 | 744 | 372 | 372 |
Winning Trades | 334 | 169 | 165 | 334 | 169 | 165 |
Losing Trades | 410 | 203 | 207 | 410 | 203 | 207 |
Profitability (%) | 44.8925 | 45.4301 | 44.3548 | 44.8925 | 45.4301 | 44.3548 |
Ratio Avg Win / Avg Loss | 1.6417 | 1.8474 | 1.4079 | 1.3024 | 1.3969 | 1.1958 |
Largest Winning Trade | 225383 | 225383 | 54259 | 420933 | 420933 | 271786 |
Largest Losing Trade | -34152 | -34152 | -32979 | -168252 | -168252 | -82091 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 33 | 29 | 38 | 33 | 29 | 38 |
Avg Bars in Losers | 18 | 17 | 18 | 18 | 17 | 18 |
Bars Traded | 18789 | 8587 | 10202 | 18789 | 8587 | 10202 |
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 | 435714 | 381172 | -208677 | -238150 | -108684 | -579639 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 78 } }, "second_band": { "type": "tema", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 78 } }, "second_band": { "type": "tema", "factors": { "length": 250, "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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