Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631144.8832 | 562164.2733 | 68980.61 | 902275.2555 | 422159.3709 | 480115.8846 |
Total P&L (%) | 631.1449 | 562.1643 | 68.9806 | 902.2753 | 422.1594 | 480.1159 |
Avg Daily Profit (%) | 0.3901 | 0.3474 | 0.0426 | 0.1426 | 0.1022 | 0.1087 |
Buy And Hold Return (%) | 23.7778 | 23.7778 | 23.7778 | 23.7778 | 23.7778 | 23.7778 |
Max Trade Drawdown | -205681 | -214439 | -95134 | -9717874 | -11933754 | -3315915 |
Profit Factor | 1.7303 | 2.2947 | 1.1604 | 1.0293 | 1.0229 | 1.0387 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Profitability (%) | 44.5946 | 47.2973 | 41.8919 | 44.5946 | 47.2973 | 41.8919 |
Ratio Avg Win / Avg Loss | 2.1497 | 2.5569 | 1.6096 | 1.2788 | 1.1398 | 1.4408 |
Largest Winning Trade | 156042 | 156042 | 67830 | 5630401 | 5630401 | 3704445 |
Largest Losing Trade | -51694 | -47440 | -51694 | -4929371 | -4929371 | -2251341 |
Avg Bars in Trades | 128 | 114 | 143 | 128 | 114 | 143 |
Avg Bars in Winners | 181 | 165 | 199 | 181 | 165 | 199 |
Avg Bars in Losers | 86 | 68 | 102 | 86 | 68 | 102 |
Bars Traded | 19033 | 8439 | 10594 | 19033 | 8439 | 10594 |
Profit Streak | 0 | 0 | 542.8428 | 0 | 0 | 542.8428 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404332 | -51842 | -248412 | -192381 | -317407 | -292044 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 171, "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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