Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379541.5694 | 325571.1949 | 53970.3745 | 11262.4517 | 61014.2595 | -49751.8078 |
Total P&L (%) | 379.5416 | 325.5712 | 53.9704 | 11.2625 | 61.0143 | -49.7518 |
Avg Daily Profit (%) | 0.1996 | 0.1712 | 0.0284 | 0.0056 | 0.0251 | -0.0362 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145820 | -151200 | -183281 | -155785 | -192553 | -188238 |
Profit Factor | 1.2497 | 1.4109 | 1.0742 | 1.0083 | 1.085 | 0.9225 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 177 | 86 | 91 | 177 | 86 | 91 |
Losing Trades | 199 | 102 | 97 | 199 | 102 | 97 |
Profitability (%) | 47.0745 | 45.7447 | 48.4043 | 47.0745 | 45.7447 | 48.4043 |
Ratio Avg Win / Avg Loss | 1.4051 | 1.6734 | 1.145 | 1.1336 | 1.2869 | 0.9833 |
Largest Winning Trade | 101727 | 101727 | 55997 | 80277 | 80277 | 58638 |
Largest Losing Trade | -36379 | -32132 | -36379 | -48002 | -48002 | -47424 |
Avg Bars in Trades | 29 | 23 | 35 | 29 | 23 | 35 |
Avg Bars in Winners | 31 | 22 | 40 | 31 | 22 | 40 |
Avg Bars in Losers | 28 | 25 | 30 | 28 | 25 | 30 |
Bars Traded | 11204 | 4490 | 6713 | 11204 | 4490 | 6713 |
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 | 306010 | 298793 | -295131 | -522130 | -287952 | -580969 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 105, "offset": 0 } } }
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# | 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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