Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 937234.3965 | 953351.196 | -16116.7995 | 792223.8382 | 5579591.6719 | -4787367.8337 |
Total P&L (%) | 937.2344 | 953.3512 | -16.1168 | 792.2238 | 5579.5917 | -4787.3678 |
Avg Daily Profit (%) | 0.5168 | 0.5256 | -0.0089 | 0.1207 | 0.223 | 0 |
Buy And Hold Return (%) | 896.3995 | 896.3995 | 896.3995 | 896.3995 | 896.3995 | 896.3995 |
Max Trade Drawdown | -154090 | -85061 | -176508 | -4496281 | -2199696 | -6106030 |
Profit Factor | 2.632 | 4.8678 | 0.9508 | 1.059 | 2.1908 | 0.4528 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 57.5342 | 64.8649 | 50 | 57.5342 | 64.8649 | 50 |
Ratio Avg Win / Avg Loss | 1.9427 | 2.6367 | 0.9508 | 0.7816 | 1.1867 | 0.4528 |
Largest Winning Trade | 690220 | 690220 | 73708 | 2067624 | 2067624 | 851838 |
Largest Losing Trade | -39778 | -38526 | -39778 | -1800417 | -866295 | -1800417 |
Avg Bars in Trades | 144 | 130 | 158 | 144 | 130 | 158 |
Avg Bars in Winners | 169 | 143 | 203 | 169 | 143 | 203 |
Avg Bars in Losers | 110 | 106 | 113 | 110 | 106 | 113 |
Bars Traded | 10534 | 4829 | 5705 | 10534 | 4829 | 5705 |
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 | -210863 | -125560 | -580780 | -429525 | 457446 | -580780 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 210, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 210, "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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