Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1331821.0716 | 1316933.2753 | 14887.7963 | 17590594.2338 | 19258696.9452 | -1668102.7113 |
Total P&L (%) | 1331.8211 | 1316.9333 | 14.8878 | 17590.5942 | 19258.6969 | -1668.1027 |
Avg Daily Profit (%) | 0.7164 | 0.7083 | 0.008 | 0.2788 | 0.2836 | 0 |
Buy And Hold Return (%) | 8884.4444 | 8884.4444 | 8884.4444 | 8884.4444 | 8884.4444 | 8884.4444 |
Max Trade Drawdown | -102445 | -66038 | -70743 | -5654328 | -3429391 | -5654328 |
Profit Factor | 3.5821 | 6.3149 | 1.0556 | 1.6134 | 2.5894 | 0.8993 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 50 | 55.814 | 44.186 | 50 | 55.814 | 44.186 |
Ratio Avg Win / Avg Loss | 3.5821 | 4.9993 | 1.3333 | 1.6134 | 2.0499 | 1.1359 |
Largest Winning Trade | 477635 | 477635 | 59675 | 6099581 | 6099581 | 4762669 |
Largest Losing Trade | -46829 | -46829 | -32757 | -5654328 | -2695580 | -5654328 |
Avg Bars in Trades | 121 | 124 | 117 | 121 | 124 | 117 |
Avg Bars in Winners | 162 | 169 | 153 | 162 | 169 | 153 |
Avg Bars in Losers | 79 | 69 | 87 | 79 | 69 | 87 |
Bars Traded | 10406 | 5374 | 5032 | 10406 | 5374 | 5032 |
Profit Streak | 0 | 220.5541 | 0 | 0 | 220.5541 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146341 | -143088 | -509539 | 179000 | 349130 | -581321 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 166, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 166, "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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