Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1717154.2686 | 1632744.8049 | 84409.4637 | 65685007.4858 | 109089840.0685 | -43404832.5827 |
Total P&L (%) | 1717.1543 | 1632.7448 | 84.4095 | 65685.0075 | 109089.8401 | -43404.8326 |
Avg Daily Profit (%) | 0.922 | 0.8766 | 0.0453 | 0.349 | 0.3763 | 0 |
Buy And Hold Return (%) | 7845.7245 | 7845.7245 | 7845.7245 | 7845.7245 | 7845.7245 | 7845.7245 |
Max Trade Drawdown | -61928 | -35375 | -81398 | -50456703 | -22978210 | -56912516 |
Profit Factor | 5.3491 | 9.6338 | 1.4103 | 1.4492 | 3.2063 | 0.5515 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 50 | 55 | 45 | 50 | 55 | 45 |
Ratio Avg Win / Avg Loss | 5.3491 | 7.8822 | 1.7237 | 1.4492 | 2.6233 | 0.674 |
Largest Winning Trade | 948413 | 948413 | 60318 | 52969585 | 52969585 | 18172041 |
Largest Losing Trade | -36249 | -32620 | -36249 | -36997383 | -13459319 | -36997383 |
Avg Bars in Trades | 86 | 87 | 85 | 86 | 87 | 85 |
Avg Bars in Winners | 115 | 113 | 117 | 115 | 113 | 117 |
Avg Bars in Losers | 57 | 55 | 59 | 57 | 55 | 59 |
Bars Traded | 6920 | 3495 | 3425 | 6920 | 3495 | 3425 |
Profit Streak | 0 | 224.335 | 0 | 0 | 224.335 | 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 | -168232 | -142366 | -298203 | -13470 | 623625 | -582694 |
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{ "first_band": { "type": "midprice", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 143, "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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