Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 996406.1837 | 1090254.3146 | -93848.1309 | 57109.5482 | 345888.8428 | -288779.2947 |
Total P&L (%) | 996.4062 | 1090.2543 | -93.8481 | 57.1095 | 345.8888 | -288.7793 |
Avg Daily Profit (%) | 0.547 | 0.5985 | -0.0515 | 0.0248 | 0.0821 | 0 |
Buy And Hold Return (%) | 619.2559 | 619.2559 | 619.2559 | 619.2559 | 619.2559 | 619.2559 |
Max Trade Drawdown | -148541 | -103137 | -163209 | -295409 | -253849 | -306526 |
Profit Factor | 2.3988 | 4.2267 | 0.7494 | 1.0458 | 1.5376 | 0.5219 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 39.759 | 43.9024 | 35.7143 | 39.759 | 43.9024 | 35.7143 |
Ratio Avg Win / Avg Loss | 3.6345 | 5.4008 | 1.3489 | 1.5845 | 1.9647 | 0.9394 |
Largest Winning Trade | 710326 | 710326 | 75686 | 262418 | 262418 | 53763 |
Largest Losing Trade | -46654 | -46323 | -46654 | -152085 | -152085 | -125338 |
Avg Bars in Trades | 85 | 76 | 95 | 85 | 76 | 95 |
Avg Bars in Winners | 126 | 103 | 154 | 126 | 103 | 154 |
Avg Bars in Losers | 59 | 55 | 62 | 59 | 55 | 62 |
Bars Traded | 7130 | 3129 | 4001 | 7130 | 3129 | 4001 |
Profit Streak | 0 | 28.0726 | 0 | 0 | 28.0726 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 29427 | 302087 | -584623 | -499829 | -248276 | -586290 |
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{ "first_band": { "type": "midprice", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 101, "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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