Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526832.4681 | 385423.5659 | 141408.9022 | 810538.8152 | 1253214.5088 | -442675.6936 |
Total P&L (%) | 526.8325 | 385.4236 | 141.4089 | 810.5388 | 1253.2145 | -442.6757 |
Avg Daily Profit (%) | 0.3279 | 0.2399 | 0.088 | 0.1376 | 0.1623 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120490 | -70315 | -119059 | -1688666 | -717980 | -1542559 |
Profit Factor | 1.737 | 2.0402 | 1.4107 | 1.1216 | 1.3823 | 0.8693 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 52.459 | 52.459 | 52.459 | 52.459 | 52.459 | 52.459 |
Ratio Avg Win / Avg Loss | 1.5741 | 1.8489 | 1.2784 | 1.0165 | 1.2527 | 0.7878 |
Largest Winning Trade | 113627 | 113627 | 73224 | 810785 | 810785 | 290654 |
Largest Losing Trade | -59205 | -34470 | -59205 | -453174 | -316963 | -453174 |
Avg Bars in Trades | 51 | 39 | 63 | 51 | 39 | 63 |
Avg Bars in Winners | 66 | 46 | 86 | 66 | 46 | 86 |
Avg Bars in Losers | 34 | 30 | 37 | 34 | 30 | 37 |
Bars Traded | 6256 | 2392 | 3864 | 6256 | 2392 | 3864 |
Profit Streak | 14.774 | 14.774 | 25.524 | 14.774 | 14.774 | 25.524 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509022 | -148933 | -235501 | -93968 | -152470 | -741597 |
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{ "first_band": { "type": "midprice", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 92, "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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