Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225548.9924 | 41388.7306 | 184160.2618 | 36227.055 | 28846.2305 | 7380.8245 |
Total P&L (%) | 225.549 | 41.3887 | 184.1603 | 36.2271 | 28.8462 | 7.3808 |
Avg Daily Profit (%) | 0.1737 | 0.0319 | 0.1418 | 0.0238 | 0.0195 | 0.0055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143719 | -118486 | -84134 | -152325 | -39476 | -116835 |
Profit Factor | 1.4173 | 1.1545 | 1.6753 | 1.1185 | 1.2542 | 1.0384 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 69.2308 | 60.8696 | 77.7778 | 69.2308 | 60.8696 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.6299 | 0.7422 | 0.4787 | 0.4971 | 0.8063 | 0.2967 |
Largest Winning Trade | 52352 | 52352 | 47274 | 37410 | 24044 | 37410 |
Largest Losing Trade | -69461 | -37659 | -69461 | -112776 | -33927 | -112776 |
Avg Bars in Trades | 54 | 49 | 60 | 54 | 49 | 60 |
Avg Bars in Winners | 37 | 24 | 47 | 37 | 24 | 47 |
Avg Bars in Losers | 93 | 87 | 104 | 93 | 87 | 104 |
Bars Traded | 4975 | 2260 | 2715 | 4975 | 2260 | 2715 |
Profit Streak | 58.073 | 58.073 | 141.323 | 58.073 | 58.073 | 141.323 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400076 | -201720 | 64885 | -250909 | -168975 | -526133 |
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{ "first_band": { "type": "rma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 192, "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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