Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 815278.188 | 754593.1937 | 60684.9943 | 2844920.2115 | 5859579.2677 | -3014659.0562 |
Total P&L (%) | 815.2782 | 754.5932 | 60.685 | 2844.9202 | 5859.5793 | -3014.6591 |
Avg Daily Profit (%) | 0.326 | 0.3018 | 0.0243 | 0.1354 | 0.1636 | 0 |
Buy And Hold Return (%) | 745.5508 | 745.5508 | 745.5508 | 745.5508 | 745.5508 | 745.5508 |
Max Trade Drawdown | -98407 | -56291 | -98197 | -2979277 | -1349576 | -4341798 |
Profit Factor | 2.6176 | 4.6598 | 1.2038 | 1.2467 | 2.4143 | 0.5921 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 48.5714 | 48.5714 | 48.5714 | 48.5714 | 48.5714 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.7716 | 4.9339 | 1.2746 | 1.32 | 2.5563 | 0.6269 |
Largest Winning Trade | 341834 | 341834 | 52073 | 3258422 | 3258422 | 827569 |
Largest Losing Trade | -70295 | -33290 | -70295 | -2764349 | -788317 | -2764349 |
Avg Bars in Trades | 103 | 106 | 100 | 103 | 106 | 100 |
Avg Bars in Winners | 124 | 118 | 130 | 124 | 118 | 130 |
Avg Bars in Losers | 83 | 94 | 72 | 83 | 94 | 72 |
Bars Traded | 7250 | 3718 | 3532 | 7250 | 3718 | 3532 |
Profit Streak | 0 | 113.8029 | 0 | 0 | 113.8029 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -221907 | -145553 | -327297 | -113868 | 443670 | -581343 |
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{ "first_band": { "type": "tema", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 67, "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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