Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309994.9691 | 296882.4557 | 13112.5134 | 44311.4692 | 98270.8887 | -53959.4195 |
Total P&L (%) | 309.995 | 296.8825 | 13.1125 | 44.3115 | 98.2709 | -53.9594 |
Avg Daily Profit (%) | 0.2548 | 0.244 | 0.0108 | 0.0302 | 0.0563 | -0.0637 |
Buy And Hold Return (%) | 29.5769 | 29.5769 | 29.5769 | 29.5769 | 29.5769 | 29.5769 |
Max Trade Drawdown | -76736 | -77347 | -45396 | -516080 | -476796 | -260003 |
Profit Factor | 1.7926 | 2.0263 | 1.1287 | 1.028 | 1.0844 | 0.8712 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 53.8462 | 46.1538 | 61.5385 | 53.8462 | 46.1538 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.5365 | 2.3641 | 0.7055 | 0.8811 | 1.2652 | 0.5445 |
Largest Winning Trade | 227132 | 227132 | 16933 | 303271 | 303271 | 59044 |
Largest Losing Trade | -69973 | -69973 | -19839 | -368418 | -368418 | -112884 |
Avg Bars in Trades | 45 | 87 | 3 | 45 | 87 | 3 |
Avg Bars in Winners | 33 | 71 | 4 | 33 | 71 | 4 |
Avg Bars in Losers | 60 | 101 | 3 | 60 | 101 | 3 |
Bars Traded | 3569 | 3419 | 150 | 3569 | 3419 | 150 |
Profit Streak | 4.7599 | 0 | 56.4266 | 4.7599 | 0 | 56.4266 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26298 | 373434 | -422438 | -392576 | -249717 | -578422 |
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{ "first_band": { "type": "tema", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 9, "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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