Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480413.8746 | 409938.2587 | 70475.6159 | 535040.9876 | 391813.167 | 143227.8206 |
Total P&L (%) | 480.4139 | 409.9383 | 70.4756 | 535.041 | 391.8132 | 143.2278 |
Avg Daily Profit (%) | 0.243 | 0.2074 | 0.0356 | 0.0935 | 0.0806 | 0.045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80035 | -65367 | -205276 | -206404 | -178459 | -360230 |
Profit Factor | 1.887 | 2.599 | 1.2471 | 1.4908 | 1.6979 | 1.2708 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 47.3684 | 50 | 44.7368 | 47.3684 | 50 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.0967 | 2.599 | 1.5405 | 1.6564 | 1.6979 | 1.5699 |
Largest Winning Trade | 111166 | 111166 | 75642 | 197852 | 146104 | 197852 |
Largest Losing Trade | -53773 | -46466 | -53773 | -113864 | -98297 | -113864 |
Avg Bars in Trades | 75 | 54 | 96 | 75 | 54 | 96 |
Avg Bars in Winners | 116 | 81 | 155 | 116 | 81 | 155 |
Avg Bars in Losers | 39 | 27 | 49 | 39 | 27 | 49 |
Bars Traded | 5757 | 2073 | 3684 | 5757 | 2073 | 3684 |
Profit Streak | 0 | 0 | 707.6816 | 0 | 0 | 707.6816 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43230 | 455514 | -145480 | -120103 | -82102 | -132907 |
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{ "first_band": { "type": "midprice", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 67, "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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