Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391374.263 | 445097.0054 | -53722.7424 | -70690.5636 | 38803.6693 | -109494.2329 |
Total P&L (%) | 391.3743 | 445.097 | -53.7227 | -70.6906 | 38.8037 | -109.4942 |
Avg Daily Profit (%) | 0.1703 | 0.1937 | -0.0234 | -0.0534 | 0.0143 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139494 | -99547 | -106540 | -250202 | -182235 | -144524 |
Profit Factor | 1.5569 | 2.212 | 0.8399 | 0.9051 | 1.0956 | 0.677 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 52.459 | 48.3871 | 56.6667 | 52.459 | 48.3871 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.411 | 2.3594 | 0.6422 | 0.8202 | 1.1687 | 0.5177 |
Largest Winning Trade | 320752 | 320752 | 78343 | 199588 | 199588 | 109408 |
Largest Losing Trade | -76033 | -62085 | -76033 | -112327 | -112327 | -64148 |
Avg Bars in Trades | 69 | 53 | 85 | 69 | 53 | 85 |
Avg Bars in Winners | 74 | 36 | 107 | 74 | 36 | 107 |
Avg Bars in Losers | 63 | 69 | 56 | 63 | 69 | 56 |
Bars Traded | 4212 | 1654 | 2558 | 4212 | 1654 | 2558 |
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 | -156659 | 399945 | -579961 | -746459 | -292091 | -579961 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 122, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 122, "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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