Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 722639.1121 | 677145.4213 | 45493.6908 | 289713.0049 | 7371501.221 | -7081788.2161 |
Total P&L (%) | 722.6391 | 677.1454 | 45.4937 | 289.713 | 7371.5012 | -7081.7882 |
Avg Daily Profit (%) | 0.289 | 0.2708 | 0.0182 | 0.0544 | 0.1727 | 0 |
Buy And Hold Return (%) | 898.5888 | 898.5888 | 898.5888 | 898.5888 | 898.5888 | 898.5888 |
Max Trade Drawdown | -186331 | -66344 | -168173 | -5263474 | -207660 | -8066665 |
Profit Factor | 2.4117 | 5.8166 | 1.1225 | 1.0296 | 14.8502 | 0.2349 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 63.8889 | 66.6667 | 61.1111 | 63.8889 | 66.6667 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.3631 | 2.9083 | 0.7143 | 0.5819 | 7.4251 | 0.1495 |
Largest Winning Trade | 170022 | 170022 | 64959 | 3395616 | 3395616 | 786462 |
Largest Losing Trade | -92089 | -45981 | -92089 | -4966173 | -143610 | -4966173 |
Avg Bars in Trades | 63 | 72 | 55 | 63 | 72 | 55 |
Avg Bars in Winners | 76 | 69 | 82 | 76 | 69 | 82 |
Avg Bars in Losers | 42 | 77 | 11 | 42 | 77 | 11 |
Bars Traded | 4588 | 2601 | 1987 | 4588 | 2601 | 1987 |
Profit Streak | 63.7286 | 64.7286 | 0 | 63.7286 | 64.7286 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -234635 | -146023 | -420303 | -556809 | 685790 | -579339 |
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{ "first_band": { "type": "tema", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 192, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 129, "offset": 0 } }, "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) |
---|