Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714971.9463 | 636832.7847 | 78139.1616 | 2219437.6641 | 21743427.9381 | -19523990.274 |
Total P&L (%) | 714.9719 | 636.8328 | 78.1392 | 2219.4377 | 21743.4279 | -19523.9903 |
Avg Daily Profit (%) | 0.286 | 0.2547 | 0.0313 | 0.1258 | 0.2157 | 0 |
Buy And Hold Return (%) | 730.2938 | 730.2938 | 730.2938 | 730.2938 | 730.2938 | 730.2938 |
Max Trade Drawdown | -138608 | -56303 | -140783 | -23446558 | -2873781 | -24600640 |
Profit Factor | 2.3989 | 4.2934 | 1.2459 | 1.0614 | 4.5795 | 0.3511 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 62.6263 | 67.3469 | 58 | 62.6263 | 67.3469 | 58 |
Ratio Avg Win / Avg Loss | 1.4316 | 2.0816 | 0.9022 | 0.6334 | 2.2203 | 0.2543 |
Largest Winning Trade | 190244 | 190244 | 60194 | 13435750 | 13435750 | 2701875 |
Largest Losing Trade | -84604 | -51606 | -84604 | -17667719 | -2024575 | -17667719 |
Avg Bars in Trades | 73 | 87 | 59 | 73 | 87 | 59 |
Avg Bars in Winners | 78 | 70 | 87 | 78 | 70 | 87 |
Avg Bars in Losers | 65 | 122 | 22 | 65 | 122 | 22 |
Bars Traded | 7278 | 4284 | 2994 | 7278 | 4284 | 2994 |
Profit Streak | 55.3309 | 0 | 55.9975 | 55.3309 | 0 | 55.9975 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151084 | -147650 | -497284 | -179930 | 648112 | -759234 |
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{ "first_band": { "type": "tema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 141, "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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