Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277059.3938 | 300316.3983 | -23257.0045 | -182346.0223 | 383821.9828 | -566168.0051 |
Total P&L (%) | 277.0594 | 300.3164 | -23.257 | -182.346 | 383.822 | -566.168 |
Avg Daily Profit (%) | 0.148 | 0.1605 | -0.0124 | 0 | 0.0843 | 0 |
Buy And Hold Return (%) | 27.7164 | 27.7164 | 27.7164 | 27.7164 | 27.7164 | 27.7164 |
Max Trade Drawdown | -129206 | -113983 | -120940 | -722240 | -85299 | -702962 |
Profit Factor | 1.4485 | 2.0981 | 0.9324 | 0.8466 | 2.2006 | 0.3482 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 34 | 16 | 18 | 32 | 18 | 14 |
Losing Trades | 27 | 14 | 13 | 29 | 12 | 17 |
Profitability (%) | 55.7377 | 53.3333 | 58.0645 | 52.459 | 60 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.1503 | 1.8358 | 0.6734 | 0.7672 | 1.4671 | 0.4228 |
Largest Winning Trade | 135911 | 135911 | 47945 | 161836 | 161836 | 70807 |
Largest Losing Trade | -120940 | -59295 | -120940 | -543394 | -85299 | -543394 |
Avg Bars in Trades | 111 | 136 | 86 | 111 | 136 | 86 |
Avg Bars in Winners | 108 | 100 | 116 | 100 | 167 | 15 |
Avg Bars in Losers | 113 | 178 | 43 | 122 | 91 | 144 |
Bars Traded | 6771 | 4103 | 2668 | 6771 | 4103 | 2668 |
Profit Streak | 165.6341 | 165.6341 | 300.1341 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158329 | 440527 | -578425 | -746459 | -76114 | -582699 |
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{ "first_band": { "type": "tema", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 209, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 209, "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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