Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702736.82 | 690415.3832 | 12321.4368 | 502148.5203 | 737889.1255 | -235740.6052 |
Total P&L (%) | 702.7368 | 690.4154 | 12.3214 | 502.1485 | 737.8891 | -235.7406 |
Avg Daily Profit (%) | 0.3881 | 0.3813 | 0.0068 | 0.0992 | 0.1175 | 0 |
Buy And Hold Return (%) | 210.9735 | 210.9735 | 210.9735 | 210.9735 | 210.9735 | 210.9735 |
Max Trade Drawdown | -120553 | -74418 | -89525 | -1511981 | -1122557 | -486913 |
Profit Factor | 2.2372 | 3.7464 | 1.0389 | 1.1334 | 1.3731 | 0.868 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 47.1429 | 45.7143 | 48.5714 | 47.1429 | 45.7143 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.5084 | 4.4489 | 1.1 | 1.2708 | 1.6305 | 0.919 |
Largest Winning Trade | 283618 | 283618 | 71790 | 864625 | 864625 | 448516 |
Largest Losing Trade | -50249 | -26619 | -50249 | -522168 | -522168 | -210836 |
Avg Bars in Trades | 100 | 85 | 115 | 100 | 85 | 115 |
Avg Bars in Winners | 151 | 138 | 164 | 151 | 138 | 164 |
Avg Bars in Losers | 55 | 41 | 70 | 55 | 41 | 70 |
Bars Traded | 7055 | 3001 | 4054 | 7055 | 3001 | 4054 |
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 | -88802 | 429035 | -527795 | -238114 | -38475 | -581343 |
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{ "first_band": { "type": "midprice", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 93, "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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