Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835780.6793 | 838833.1631 | -3052.4838 | 69731.3659 | 507048.0948 | -437316.7289 |
Total P&L (%) | 835.7807 | 838.8332 | -3.0525 | 69.7314 | 507.0481 | -437.3167 |
Avg Daily Profit (%) | 0.4518 | 0.4534 | -0.0017 | 0.0286 | 0.0975 | 0 |
Buy And Hold Return (%) | 129.065 | 129.065 | 129.065 | 129.065 | 129.065 | 129.065 |
Max Trade Drawdown | -189181 | -125365 | -157659 | -2140584 | -1350950 | -1154931 |
Profit Factor | 2.2406 | 3.7156 | 0.9916 | 1.0172 | 1.2561 | 0.7881 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 48.7805 | 46.3415 | 51.2195 | 48.7805 | 46.3415 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.3526 | 4.3022 | 0.9444 | 1.0681 | 1.4544 | 0.7506 |
Largest Winning Trade | 744760 | 744760 | 74306 | 1282894 | 1282894 | 360134 |
Largest Losing Trade | -68945 | -32203 | -68945 | -1154931 | -442542 | -1154931 |
Avg Bars in Trades | 63 | 56 | 69 | 63 | 56 | 69 |
Avg Bars in Winners | 68 | 49 | 85 | 68 | 49 | 85 |
Avg Bars in Losers | 58 | 62 | 53 | 58 | 62 | 53 |
Bars Traded | 5168 | 2314 | 2854 | 5168 | 2314 | 2854 |
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 | 174701 | 552094 | -580584 | -531258 | -66205 | -580584 |
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{ "first_band": { "type": "midprice", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 195, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 195, "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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