Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697813.6384 | 546082.9125 | 151730.7259 | 1025045.3813 | 1742727.5664 | -717682.1851 |
Total P&L (%) | 697.8136 | 546.0829 | 151.7307 | 1025.0454 | 1742.7276 | -717.6822 |
Avg Daily Profit (%) | 0.304 | 0.2379 | 0.0661 | 0.1055 | 0.127 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124826 | -85528 | -99635 | -1677486 | -734006 | -2081618 |
Profit Factor | 1.6391 | 2.0032 | 1.2771 | 1.1049 | 1.414 | 0.8709 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 127 | 67 | 60 | 127 | 67 | 60 |
Losing Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Profitability (%) | 53.8136 | 56.7797 | 50.8475 | 53.8136 | 56.7797 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.4068 | 1.5248 | 1.2346 | 0.9483 | 1.0763 | 0.8418 |
Largest Winning Trade | 276208 | 276208 | 68943 | 1023469 | 1023469 | 542556 |
Largest Losing Trade | -45137 | -33534 | -45137 | -1085499 | -353943 | -1085499 |
Avg Bars in Trades | 56 | 46 | 66 | 56 | 46 | 66 |
Avg Bars in Winners | 56 | 38 | 75 | 56 | 38 | 75 |
Avg Bars in Losers | 56 | 56 | 56 | 56 | 56 | 56 |
Bars Traded | 13297 | 5483 | 7814 | 13297 | 5483 | 7814 |
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 | 455348 | 461025 | -104860 | -156750 | -21614 | -580908 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 177, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 177, "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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