Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706720.6287 | 562955.6096 | 143765.0192 | 876664.9678 | 4536440.3754 | -3659775.4076 |
Total P&L (%) | 706.7206 | 562.9556 | 143.765 | 876.665 | 4536.4404 | -3659.7754 |
Avg Daily Profit (%) | 0.3577 | 0.2849 | 0.0728 | 0.1154 | 0.1943 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124029 | -153868 | -115971 | -14179765 | -8734691 | -12908739 |
Profit Factor | 1.4951 | 1.7828 | 1.203 | 1.0149 | 1.1587 | 0.8797 |
Total Trades | 365 | 183 | 182 | 365 | 183 | 182 |
Winning Trades | 168 | 83 | 85 | 168 | 83 | 85 |
Losing Trades | 197 | 100 | 97 | 197 | 100 | 97 |
Profitability (%) | 46.0274 | 45.3552 | 46.7033 | 46.0274 | 45.3552 | 46.7033 |
Ratio Avg Win / Avg Loss | 1.7532 | 2.148 | 1.3728 | 1.19 | 1.396 | 1.0039 |
Largest Winning Trade | 121561 | 121561 | 67622 | 6869125 | 6869125 | 2965991 |
Largest Losing Trade | -58305 | -48291 | -58305 | -5376079 | -3580257 | -5376079 |
Avg Bars in Trades | 31 | 27 | 36 | 31 | 27 | 36 |
Avg Bars in Winners | 40 | 34 | 47 | 40 | 34 | 47 |
Avg Bars in Losers | 24 | 21 | 26 | 24 | 21 | 26 |
Bars Traded | 11627 | 5000 | 6627 | 11627 | 5000 | 6627 |
Profit Streak | 0 | 0 | 500.4171 | 0 | 0 | 500.4171 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436885 | 396676 | -96607 | -242349 | -39132 | -579411 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 83, "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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