Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905468.1392 | 669146.2171 | 236321.9221 | 10714368.3519 | 5255468.3592 | 5458899.9927 |
Total P&L (%) | 905.4681 | 669.1462 | 236.3219 | 10714.3684 | 5255.4684 | 5458.9 |
Avg Daily Profit (%) | 0.3804 | 0.2811 | 0.0993 | 0.197 | 0.1674 | 0.1689 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81177 | -52609 | -55588 | -14722146 | -10646094 | -11775485 |
Profit Factor | 3.1315 | 4.4348 | 2.0275 | 1.2516 | 1.2876 | 1.2246 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 50.8475 | 53.3333 | 48.2759 | 50.8475 | 53.3333 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.0271 | 3.8805 | 2.1724 | 1.2099 | 1.1266 | 1.312 |
Largest Winning Trade | 188470 | 188470 | 70940 | 8178905 | 5842616 | 8178905 |
Largest Losing Trade | -50514 | -27468 | -50514 | -8981368 | -5690053 | -8981368 |
Avg Bars in Trades | 115 | 82 | 149 | 115 | 82 | 149 |
Avg Bars in Winners | 164 | 97 | 240 | 164 | 97 | 240 |
Avg Bars in Losers | 64 | 65 | 63 | 64 | 65 | 63 |
Bars Traded | 6814 | 2483 | 4331 | 6814 | 2483 | 4331 |
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 | -163826 | 593861 | -57303 | -171590 | 293452 | 240104 |
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{ "first_band": { "type": "midprice", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 135, "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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