Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388244.9435 | 391263.9943 | -3019.0508 | 43397.368 | 288332.8527 | -244935.4846 |
Total P&L (%) | 388.2449 | 391.264 | -3.0191 | 43.3974 | 288.3329 | -244.9355 |
Avg Daily Profit (%) | 0.1864 | 0.1878 | -0.0014 | 0.0173 | 0.0651 | 0 |
Buy And Hold Return (%) | 16.2915 | 16.2915 | 16.2915 | 16.2915 | 16.2915 | 16.2915 |
Max Trade Drawdown | -162165 | -151568 | -141582 | -621943 | -430597 | -327803 |
Profit Factor | 1.2407 | 1.4571 | 0.996 | 1.0126 | 1.1532 | 0.8426 |
Total Trades | 801 | 401 | 400 | 801 | 401 | 400 |
Winning Trades | 342 | 165 | 177 | 342 | 165 | 177 |
Losing Trades | 459 | 236 | 223 | 459 | 236 | 223 |
Profitability (%) | 42.6966 | 41.1471 | 44.25 | 42.6966 | 41.1471 | 44.25 |
Ratio Avg Win / Avg Loss | 1.6652 | 2.0841 | 1.2549 | 1.359 | 1.6494 | 1.0616 |
Largest Winning Trade | 133950 | 133950 | 43564 | 375404 | 375404 | 78671 |
Largest Losing Trade | -35139 | -29746 | -35139 | -99442 | -99442 | -90046 |
Avg Bars in Trades | 30 | 31 | 30 | 30 | 31 | 30 |
Avg Bars in Winners | 45 | 47 | 43 | 45 | 47 | 43 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 24637 | 12507 | 12130 | 24637 | 12507 | 12130 |
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 | 348511 | 279705 | -579812 | -378445 | -158780 | -579812 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 90 } }, "second_band": { "type": "tema", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 90 } }, "second_band": { "type": "tema", "factors": { "length": 124, "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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