Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548189.6194 | 495914.8482 | 52274.7711 | 30086.0439 | 1141601.4824 | -1111515.4384 |
Total P&L (%) | 548.1896 | 495.9148 | 52.2748 | 30.086 | 1141.6015 | -1111.5154 |
Avg Daily Profit (%) | 0.2631 | 0.238 | 0.0251 | 0.0126 | 0.121 | 0 |
Buy And Hold Return (%) | 36.2708 | 36.2708 | 36.2708 | 36.2708 | 36.2708 | 36.2708 |
Max Trade Drawdown | -134607 | -128487 | -143889 | -1361665 | -604030 | -1364163 |
Profit Factor | 1.3019 | 1.5662 | 1.0556 | 1.0038 | 1.3702 | 0.7659 |
Total Trades | 629 | 315 | 314 | 629 | 315 | 314 |
Winning Trades | 318 | 155 | 163 | 318 | 155 | 163 |
Losing Trades | 311 | 160 | 151 | 311 | 160 | 151 |
Profitability (%) | 50.5564 | 49.2063 | 51.9108 | 50.5564 | 49.2063 | 51.9108 |
Ratio Avg Win / Avg Loss | 1.2733 | 1.6167 | 0.9779 | 0.9817 | 1.4144 | 0.7095 |
Largest Winning Trade | 98298 | 98298 | 51765 | 371254 | 371254 | 282167 |
Largest Losing Trade | -90461 | -41451 | -90461 | -1111398 | -328696 | -1111398 |
Avg Bars in Trades | 39 | 36 | 42 | 39 | 36 | 42 |
Avg Bars in Winners | 38 | 35 | 42 | 38 | 35 | 42 |
Avg Bars in Losers | 39 | 37 | 41 | 39 | 37 | 41 |
Bars Traded | 24738 | 11520 | 13218 | 24738 | 11520 | 13218 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433126 | 415839 | -347523 | -556359 | -29780 | -579443 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 159, "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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