Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1480230.1615 | 1480385.9978 | -155.8363 | 11364847.1239 | 18667642.6551 | -7302795.5312 |
Total P&L (%) | 1480.2302 | 1480.386 | -0.1558 | 11364.8471 | 18667.6427 | -7302.7955 |
Avg Daily Profit (%) | 0.7963 | 0.7963 | -0.0001 | 0.2554 | 0.282 | 0 |
Buy And Hold Return (%) | 8129.8041 | 8129.8041 | 8129.8041 | 8129.8041 | 8129.8041 | 8129.8041 |
Max Trade Drawdown | -70311 | -66541 | -103922 | -10426896 | -3850680 | -11411473 |
Profit Factor | 3.8892 | 7.1343 | 0.9994 | 1.403 | 2.6621 | 0.5696 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Losing Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Profitability (%) | 52.5 | 60 | 45 | 52.5 | 60 | 45 |
Ratio Avg Win / Avg Loss | 3.5188 | 4.7562 | 1.2215 | 1.2694 | 1.7747 | 0.6962 |
Largest Winning Trade | 910020 | 910020 | 56841 | 8586351 | 8586351 | 2866599 |
Largest Losing Trade | -37328 | -37328 | -34432 | -4677291 | -2302956 | -4677291 |
Avg Bars in Trades | 43 | 43 | 42 | 43 | 43 | 42 |
Avg Bars in Winners | 52 | 53 | 51 | 52 | 53 | 51 |
Avg Bars in Losers | 32 | 28 | 35 | 32 | 28 | 35 |
Bars Traded | 3452 | 1743 | 1709 | 3452 | 1743 | 1709 |
Profit Streak | 0 | 221.4628 | 0 | 0 | 221.4628 | 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 | -169117 | -141816 | -581027 | -56208 | 403228 | -582694 |
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{ "first_band": { "type": "midprice", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 87, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 87, "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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