Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2930640.1227 | 2761952.9494 | 168687.1733 | 9050887.609 | 9864883.3155 | -813995.7065 |
Total P&L (%) | 2930.6401 | 2761.9529 | 168.6872 | 9050.8876 | 9864.8833 | -813.9957 |
Avg Daily Profit (%) | 1.2606 | 1.188 | 0.0726 | 0.1945 | 0.1981 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119668 | -117110 | -115771 | -10864486 | -5913650 | -9448374 |
Profit Factor | 5.1056 | 8.1037 | 1.519 | 1.2294 | 1.4728 | 0.9562 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 39.7849 | 34.0426 | 45.6522 | 39.7849 | 34.0426 | 45.6522 |
Ratio Avg Win / Avg Loss | 7.7275 | 15.7009 | 1.8084 | 1.8606 | 2.8535 | 1.1384 |
Largest Winning Trade | 2339116 | 2339116 | 82230 | 12520902 | 12520902 | 3488475 |
Largest Losing Trade | -37028 | -27875 | -37028 | -3588043 | -2639329 | -3588043 |
Avg Bars in Trades | 139 | 114 | 165 | 139 | 114 | 165 |
Avg Bars in Winners | 264 | 231 | 289 | 264 | 231 | 289 |
Avg Bars in Losers | 57 | 54 | 61 | 57 | 54 | 61 |
Bars Traded | 12997 | 5397 | 7600 | 12997 | 5397 | 7600 |
Profit Streak | 4.3135 | 4.3135 | 28.8135 | 4.3135 | 4.3135 | 28.8135 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 656970 | 575238 | -94137 | 200325 | 151937 | -579721 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 62, "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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