Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835412.8323 | 656753.9093 | 178658.923 | 3885184.4844 | 982577.4305 | 2902607.0539 |
Total P&L (%) | 835.4128 | 656.7539 | 178.6589 | 3885.1845 | 982.5774 | 2902.6071 |
Avg Daily Profit (%) | 0.3458 | 0.2718 | 0.0739 | 0.1526 | 0.0986 | 0.1409 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81327 | -67676 | -115824 | -3913279 | -2940906 | -1891339 |
Profit Factor | 2.2717 | 2.8577 | 1.5889 | 1.288 | 1.1265 | 1.5076 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 38.1356 | 33.8983 | 42.3729 | 38.1356 | 33.8983 | 42.3729 |
Ratio Avg Win / Avg Loss | 3.6852 | 5.5725 | 2.1609 | 2.0895 | 2.1966 | 2.0504 |
Largest Winning Trade | 351630 | 351630 | 69742 | 1895504 | 1895504 | 1564809 |
Largest Losing Trade | -28323 | -15837 | -28323 | -1806333 | -642310 | -1806333 |
Avg Bars in Trades | 59 | 47 | 72 | 59 | 47 | 72 |
Avg Bars in Winners | 116 | 90 | 137 | 116 | 90 | 137 |
Avg Bars in Losers | 24 | 25 | 24 | 24 | 25 | 24 |
Bars Traded | 7067 | 2792 | 4275 | 7067 | 2792 | 4275 |
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 | 335073 | -169112 | -270895 | 160352 | -324407 | -181688 |
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{ "first_band": { "type": "midprice", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 30, "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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