Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555962.032 | 462967.8257 | 92994.2062 | 329722.8747 | 802236.5816 | -472513.707 |
Total P&L (%) | 555.962 | 462.9678 | 92.9942 | 329.7229 | 802.2366 | -472.5137 |
Avg Daily Profit (%) | 0.2959 | 0.2464 | 0.0495 | 0.0776 | 0.1171 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225216 | -123095 | -177171 | -682414 | -444645 | -669151 |
Profit Factor | 1.6859 | 2.1845 | 1.2216 | 1.1428 | 1.788 | 0.6339 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Profitability (%) | 46.789 | 50 | 43.6364 | 46.789 | 50 | 43.6364 |
Ratio Avg Win / Avg Loss | 1.9173 | 2.1845 | 1.5779 | 1.2997 | 1.788 | 0.8188 |
Largest Winning Trade | 245822 | 245822 | 72682 | 502488 | 502488 | 285822 |
Largest Losing Trade | -49909 | -40539 | -49909 | -228626 | -199173 | -228626 |
Avg Bars in Trades | 34 | 29 | 38 | 34 | 29 | 38 |
Avg Bars in Winners | 47 | 37 | 58 | 47 | 37 | 58 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 3708 | 1610 | 2099 | 3708 | 1610 | 2099 |
Profit Streak | 51.6417 | 0 | 54.6417 | 51.6417 | 0 | 54.6417 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419621 | -167603 | -308070 | -153138 | -212594 | -762745 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 47, "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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