Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848203.0782 | 686451.912 | 161751.1662 | 2984357.055 | 814247.4707 | 2170109.5843 |
Total P&L (%) | 848.2031 | 686.4519 | 161.7512 | 2984.3571 | 814.2475 | 2170.1096 |
Avg Daily Profit (%) | 0.3502 | 0.2834 | 0.0668 | 0.1417 | 0.0914 | 0.129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118607 | -85604 | -104354 | -4057109 | -3237166 | -1158473 |
Profit Factor | 2.314 | 3.1774 | 1.4898 | 1.2325 | 1.1141 | 1.3809 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 46.2264 | 45.283 | 47.1698 | 46.2264 | 45.283 | 47.1698 |
Ratio Avg Win / Avg Loss | 2.6918 | 3.8394 | 1.6686 | 1.4338 | 1.3462 | 1.5466 |
Largest Winning Trade | 304532 | 304532 | 74849 | 2119024 | 2119024 | 1943491 |
Largest Losing Trade | -39314 | -25808 | -39314 | -1084243 | -1084243 | -583643 |
Avg Bars in Trades | 66 | 56 | 77 | 66 | 56 | 77 |
Avg Bars in Winners | 102 | 80 | 124 | 102 | 80 | 124 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 7062 | 2969 | 4093 | 7062 | 2969 | 4093 |
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 | 451521 | -167066 | -282562 | -5003 | -347426 | -199853 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 50, "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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