Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562493.7912 | 447945.5169 | 114548.2743 | 1069105.0947 | 405426.6031 | 663678.4916 |
Total P&L (%) | 562.4938 | 447.9455 | 114.5483 | 1069.1051 | 405.4266 | 663.6785 |
Avg Daily Profit (%) | 0.2998 | 0.2387 | 0.061 | 0.1311 | 0.0864 | 0.1084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82390 | -67753 | -102741 | -922390 | -700740 | -549088 |
Profit Factor | 2.1153 | 2.7551 | 1.4598 | 1.3377 | 1.2388 | 1.452 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 51.6129 | 44.6809 | 58.6957 | 51.6129 | 44.6809 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.9831 | 3.4111 | 1.0273 | 1.2541 | 1.5338 | 1.0218 |
Largest Winning Trade | 292898 | 292898 | 55806 | 680386 | 680386 | 613652 |
Largest Losing Trade | -44973 | -44973 | -31867 | -319611 | -283512 | -319611 |
Avg Bars in Trades | 57 | 48 | 67 | 57 | 48 | 67 |
Avg Bars in Winners | 77 | 65 | 87 | 77 | 65 | 87 |
Avg Bars in Losers | 36 | 35 | 38 | 36 | 35 | 38 |
Bars Traded | 5389 | 2299 | 3090 | 5389 | 2299 | 3090 |
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 | 481334 | 403999 | -109146 | -16778 | -78788 | -45633 |
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{ "first_band": { "type": "midprice", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 79, "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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