Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1511248.8683 | 1484054.4815 | 27194.3868 | 22082393.9947 | 28982527.0102 | -6900133.0155 |
Total P&L (%) | 1511.2489 | 1484.0545 | 27.1944 | 22082.394 | 28982.527 | -6900.133 |
Avg Daily Profit (%) | 0.8089 | 0.7943 | 0.0146 | 0.2895 | 0.3041 | 0 |
Buy And Hold Return (%) | 6389.9161 | 6389.9161 | 6389.9161 | 6389.9161 | 6389.9161 | 6389.9161 |
Max Trade Drawdown | -84087 | -58594 | -81117 | -12814744 | -6110370 | -12632552 |
Profit Factor | 4.0259 | 7.5126 | 1.1001 | 1.4375 | 2.4089 | 0.7692 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 56.9767 | 62.7907 | 51.1628 | 56.9767 | 62.7907 | 51.1628 |
Ratio Avg Win / Avg Loss | 3.04 | 4.4519 | 1.0501 | 1.0855 | 1.4275 | 0.7343 |
Largest Winning Trade | 808982 | 808982 | 63294 | 12199195 | 12199195 | 5251700 |
Largest Losing Trade | -56158 | -56158 | -32569 | -9079449 | -4730458 | -9079449 |
Avg Bars in Trades | 120 | 123 | 118 | 120 | 123 | 118 |
Avg Bars in Winners | 146 | 144 | 148 | 146 | 144 | 148 |
Avg Bars in Losers | 87 | 88 | 86 | 87 | 88 | 86 |
Bars Traded | 10391 | 5307 | 5084 | 10391 | 5307 | 5084 |
Profit Streak | 0 | 229.5631 | 0 | 0 | 229.5631 | 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 | -144389 | -141449 | -449347 | 293599 | 480302 | -580576 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 191, "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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