Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1025456.0634 | 989314.842 | 36141.2215 | 1092323.3894 | 2168750.3577 | -1076426.9683 |
Total P&L (%) | 1025.4561 | 989.3148 | 36.1412 | 1092.3234 | 2168.7504 | -1076.427 |
Avg Daily Profit (%) | 0.471 | 0.4544 | 0.0166 | 0.1139 | 0.1435 | 0 |
Buy And Hold Return (%) | 536.7568 | 536.7568 | 536.7568 | 536.7568 | 536.7568 | 536.7568 |
Max Trade Drawdown | -99512 | -63467 | -59520 | -3285062 | -1621942 | -1943462 |
Profit Factor | 3.2352 | 6.1612 | 1.1353 | 1.1506 | 1.7696 | 0.7574 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 49.1525 | 53.3333 | 44.8276 | 49.1525 | 53.3333 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.3467 | 5.3911 | 1.3973 | 1.1902 | 1.5484 | 0.9322 |
Largest Winning Trade | 820481 | 820481 | 65969 | 1296997 | 1006015 | 1296997 |
Largest Losing Trade | -48057 | -31954 | -48057 | -1402143 | -871540 | -1402143 |
Avg Bars in Trades | 135 | 120 | 151 | 135 | 120 | 151 |
Avg Bars in Winners | 187 | 132 | 256 | 187 | 132 | 256 |
Avg Bars in Losers | 85 | 107 | 67 | 85 | 107 | 67 |
Bars Traded | 8020 | 3613 | 4407 | 8020 | 3613 | 4407 |
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 | -170776 | 402864 | -410202 | -281911 | 18059 | -582844 |
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{ "first_band": { "type": "midprice", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 159, "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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