Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1124535.2304 | 828343.9994 | 296191.231 | 35903251.418 | 24931142.4085 | 10972109.0096 |
Total P&L (%) | 1124.5352 | 828.344 | 296.1912 | 35903.2514 | 24931.1424 | 10972.109 |
Avg Daily Profit (%) | 0.4714 | 0.3472 | 0.1242 | 0.247 | 0.2318 | 0.1975 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97171 | -79037 | -100912 | -41364875 | -29835199 | -30465105 |
Profit Factor | 1.981 | 2.4654 | 1.5098 | 1.1429 | 1.1914 | 1.0907 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Profitability (%) | 51.25 | 50 | 52.5 | 51.25 | 50 | 52.5 |
Ratio Avg Win / Avg Loss | 1.8844 | 2.4654 | 1.366 | 1.0872 | 1.1914 | 0.9868 |
Largest Winning Trade | 210443 | 210443 | 69219 | 24354700 | 24354700 | 20417945 |
Largest Losing Trade | -41750 | -28476 | -41750 | -13434683 | -9468805 | -13434683 |
Avg Bars in Trades | 39 | 29 | 48 | 39 | 29 | 48 |
Avg Bars in Winners | 50 | 40 | 59 | 50 | 40 | 59 |
Avg Bars in Losers | 27 | 18 | 37 | 27 | 18 | 37 |
Bars Traded | 9395 | 3540 | 5855 | 9395 | 3540 | 5855 |
Profit Streak | 13.0615 | 13.0615 | 13.8115 | 13.0615 | 13.0615 | 13.8115 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 598277 | 527206 | -25219 | -52376 | -1049 | -113694 |
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{ "first_band": { "type": "midprice", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 89, "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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