Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 881359.4754 | 743071.2502 | 138288.2252 | 16463216.7595 | 22934197.2626 | -6470980.5031 |
Total P&L (%) | 881.3595 | 743.0713 | 138.2882 | 16463.2168 | 22934.1973 | -6470.9805 |
Avg Daily Profit (%) | 0.3525 | 0.2972 | 0.0553 | 0.2046 | 0.2178 | 0 |
Buy And Hold Return (%) | 843.3356 | 843.3356 | 843.3356 | 843.3356 | 843.3356 | 843.3356 |
Max Trade Drawdown | -123473 | -81041 | -121551 | -9635579 | -1353580 | -9635579 |
Profit Factor | 3.2991 | 6.8852 | 1.5379 | 2.1041 | 14.7254 | 0.5113 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Losing Trades | 21 | 8 | 13 | 21 | 8 | 13 |
Profitability (%) | 68.1818 | 75.7576 | 60.6061 | 68.1818 | 75.7576 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.5396 | 2.2033 | 0.9996 | 0.9819 | 4.7121 | 0.3323 |
Largest Winning Trade | 169296 | 169296 | 63172 | 9894289 | 9894289 | 1183903 |
Largest Losing Trade | -61222 | -51174 | -61222 | -9635579 | -758832 | -9635579 |
Avg Bars in Trades | 104 | 116 | 92 | 104 | 116 | 92 |
Avg Bars in Winners | 121 | 116 | 127 | 121 | 116 | 127 |
Avg Bars in Losers | 68 | 115 | 38 | 68 | 115 | 38 |
Bars Traded | 6883 | 3828 | 3055 | 6883 | 3828 | 3055 |
Profit Streak | 282.7677 | 545.101 | 282.7677 | 282.7677 | 545.101 | 282.7677 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -260852 | -143698 | -282650 | -115450 | 770434 | -578459 |
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{ "first_band": { "type": "tema", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 237, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 237, "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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