Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1947249.1201 | 1780200.7732 | 167048.3469 | 23595276.3432 | 7387997.9849 | 16207278.3583 |
Total P&L (%) | 1947.2491 | 1780.2008 | 167.0483 | 23595.2763 | 7387.998 | 16207.2784 |
Avg Daily Profit (%) | 0.7779 | 0.7112 | 0.0667 | 0.2187 | 0.1726 | 0.2037 |
Buy And Hold Return (%) | 362.7299 | 362.7299 | 362.7299 | 362.7299 | 362.7299 | 362.7299 |
Max Trade Drawdown | -71168 | -43900 | -57170 | -18668969 | -13936173 | -14472479 |
Profit Factor | 6.0572 | 10.8638 | 1.8166 | 1.3288 | 1.2075 | 1.4483 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 47.0588 | 50 | 44.1176 | 47.0588 | 50 | 44.1176 |
Ratio Avg Win / Avg Loss | 6.8143 | 10.8638 | 2.301 | 1.4949 | 1.2075 | 1.8346 |
Largest Winning Trade | 1246346 | 1246346 | 56410 | 12972634 | 12972634 | 11630805 |
Largest Losing Trade | -28293 | -28293 | -22943 | -9183473 | -9183473 | -5980167 |
Avg Bars in Trades | 215 | 206 | 223 | 215 | 206 | 223 |
Avg Bars in Winners | 311 | 294 | 330 | 311 | 294 | 330 |
Avg Bars in Losers | 129 | 117 | 140 | 129 | 117 | 140 |
Bars Traded | 14621 | 7007 | 7614 | 14621 | 7007 | 7614 |
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 | -94503 | 702091 | -268462 | -106463 | 262963 | 283182 |
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{ "first_band": { "type": "linreg", "factors": { "length": 92, "offset": 180 } }, "second_band": { "type": "tema", "factors": { "length": 180, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 92, "offset": 180 } }, "second_band": { "type": "tema", "factors": { "length": 180, "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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