Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1614158.5299 | 1470110.7301 | 144047.7998 | 14813008.0451 | 4875896.1296 | 9937111.9155 |
Total P&L (%) | 1614.1585 | 1470.1107 | 144.0478 | 14813.008 | 4875.8961 | 9937.1119 |
Avg Daily Profit (%) | 0.7141 | 0.6504 | 0.0637 | 0.2217 | 0.173 | 0.2041 |
Buy And Hold Return (%) | 280.2778 | 280.2778 | 280.2778 | 280.2778 | 280.2778 | 280.2778 |
Max Trade Drawdown | -219763 | -95122 | -138447 | -8447732 | -6501887 | -5158194 |
Profit Factor | 3.9711 | 5.9295 | 1.5878 | 1.5238 | 1.2762 | 1.9352 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 50.6849 | 45.9459 | 55.5556 | 50.6849 | 45.9459 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.8638 | 6.9759 | 1.2703 | 1.4826 | 1.5014 | 1.5481 |
Largest Winning Trade | 737915 | 737915 | 57591 | 6334678 | 6334678 | 5694870 |
Largest Losing Trade | -48663 | -41214 | -48663 | -4744208 | -4744208 | -3730698 |
Avg Bars in Trades | 86 | 70 | 102 | 86 | 70 | 102 |
Avg Bars in Winners | 114 | 89 | 135 | 114 | 89 | 135 |
Avg Bars in Losers | 57 | 54 | 61 | 57 | 54 | 61 |
Bars Traded | 6315 | 2620 | 3695 | 6315 | 2620 | 3695 |
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 | -57543 | 634423 | -271051 | -66514 | 262270 | 448777 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 104, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 104, "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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