Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842210.7514 | 793429.9136 | 48780.8378 | 3470375.3436 | 7627894.9066 | -4157519.563 |
Total P&L (%) | 842.2108 | 793.4299 | 48.7808 | 3470.3753 | 7627.8949 | -4157.5196 |
Avg Daily Profit (%) | 0.3369 | 0.3173 | 0.0195 | 0.1431 | 0.174 | 0 |
Buy And Hold Return (%) | 865.1865 | 865.1865 | 865.1865 | 865.1865 | 865.1865 | 865.1865 |
Max Trade Drawdown | -100783 | -68139 | -97036 | -6093456 | -2096101 | -5431837 |
Profit Factor | 2.5896 | 4.2084 | 1.1727 | 1.2511 | 2.342 | 0.4891 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 48.4536 | 44.898 | 52.0833 | 48.4536 | 44.898 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.7549 | 5.1648 | 1.0788 | 1.3309 | 2.8742 | 0.45 |
Largest Winning Trade | 347110 | 347110 | 51885 | 6880083 | 6880083 | 950860 |
Largest Losing Trade | -37304 | -32862 | -37304 | -3305980 | -1344442 | -3305980 |
Avg Bars in Trades | 98 | 117 | 78 | 98 | 117 | 78 |
Avg Bars in Winners | 118 | 153 | 88 | 118 | 153 | 88 |
Avg Bars in Losers | 78 | 88 | 67 | 78 | 88 | 67 |
Bars Traded | 9520 | 5762 | 3758 | 9520 | 5762 | 3758 |
Profit Streak | 69.3306 | 103.5806 | 0 | 69.3306 | 103.5806 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151417 | -150452 | -362814 | -3804 | 408460 | -580419 |
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{ "first_band": { "type": "tema", "factors": { "length": 186, "offset": 89 } }, "second_band": { "type": "midpoint", "factors": { "length": 192, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 186, "offset": 89 } }, "second_band": { "type": "midpoint", "factors": { "length": 192, "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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