Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207933.5839 | 83093.0723 | 124840.5116 | -119497.3007 | -83028.4025 | -36468.8982 |
Total P&L (%) | 207.9336 | 83.0931 | 124.8405 | -119.4973 | -83.0284 | -36.4689 |
Avg Daily Profit (%) | 0.2021 | 0.0808 | 0.1214 | 0 | -0.1723 | -0.0441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102636 | -66849 | -103046 | -580953 | -279139 | -526901 |
Profit Factor | 1.4168 | 1.3527 | 1.4741 | 0.9188 | 0.8691 | 0.9564 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 120 | 59 | 61 | 110 | 53 | 57 |
Losing Trades | 32 | 17 | 15 | 42 | 23 | 19 |
Profitability (%) | 78.9474 | 77.6316 | 80.2632 | 72.3684 | 69.7368 | 75 |
Ratio Avg Win / Avg Loss | 0.3778 | 0.3898 | 0.3625 | 0.3508 | 0.3771 | 0.3188 |
Largest Winning Trade | 44775 | 18586 | 44775 | 144400 | 69308 | 144400 |
Largest Losing Trade | -102636 | -51140 | -102636 | -520453 | -212783 | -520453 |
Avg Bars in Trades | 23 | 22 | 25 | 23 | 22 | 25 |
Avg Bars in Winners | 11 | 10 | 13 | 13 | 11 | 14 |
Avg Bars in Losers | 69 | 63 | 76 | 51 | 46 | 57 |
Bars Traded | 3614 | 1676 | 1937 | 3614 | 1676 | 1937 |
Profit Streak | 52.0754 | 111.5754 | 52.0754 | 0 | 0 | 0 |
Trades During Streak | 2 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463028 | -130266 | -75946 | -576804 | -627122 | -626439 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 235, "offset": 0 } } }
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# | 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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