Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615072.7043 | 489919.1289 | 125153.5754 | 1220798.0126 | 80791.0891 | 1140006.9235 |
Total P&L (%) | 615.0727 | 489.9191 | 125.1536 | 1220.798 | 80.7911 | 1140.0069 |
Avg Daily Profit (%) | 0.3284 | 0.2616 | 0.0668 | 0.1379 | 0.0316 | 0.1345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75789 | -66502 | -44820 | -1495748 | -1186952 | -675849 |
Profit Factor | 2.1424 | 2.6321 | 1.5253 | 1.2015 | 1.023 | 1.4485 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 42.8571 | 35.8491 | 50 | 42.8571 | 35.8491 | 50 |
Ratio Avg Win / Avg Loss | 2.8565 | 4.7101 | 1.5253 | 1.6021 | 1.8306 | 1.4485 |
Largest Winning Trade | 370974 | 370974 | 46950 | 890381 | 890381 | 553940 |
Largest Losing Trade | -27476 | -27476 | -25942 | -378661 | -378661 | -328119 |
Avg Bars in Trades | 51 | 45 | 57 | 51 | 45 | 57 |
Avg Bars in Winners | 84 | 81 | 86 | 84 | 81 | 86 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 5425 | 2431 | 2994 | 5425 | 2431 | 2994 |
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 | 385619 | -172391 | -281196 | -10446 | -530339 | -192105 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 42, "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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