Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467633.1262 | 335995.707 | 131637.4192 | 434314.3248 | 1296483.8457 | -862169.5209 |
Total P&L (%) | 467.6331 | 335.9957 | 131.6374 | 434.3143 | 1296.4838 | -862.1695 |
Avg Daily Profit (%) | 0.2761 | 0.1984 | 0.0777 | 0.099 | 0.1558 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175016 | -82079 | -146711 | -3858710 | -1543586 | -3629426 |
Profit Factor | 1.3999 | 1.6105 | 1.2126 | 1.0293 | 1.193 | 0.8938 |
Total Trades | 395 | 197 | 198 | 395 | 197 | 198 |
Winning Trades | 192 | 91 | 101 | 192 | 91 | 101 |
Losing Trades | 203 | 106 | 97 | 203 | 106 | 97 |
Profitability (%) | 48.6076 | 46.1929 | 51.0101 | 48.6076 | 46.1929 | 51.0101 |
Ratio Avg Win / Avg Loss | 1.4801 | 1.876 | 1.1646 | 1.0882 | 1.3896 | 0.8584 |
Largest Winning Trade | 169626 | 169626 | 43362 | 1579300 | 1579300 | 1156886 |
Largest Losing Trade | -42487 | -20832 | -42487 | -1866502 | -639195 | -1866502 |
Avg Bars in Trades | 50 | 45 | 56 | 50 | 45 | 56 |
Avg Bars in Winners | 60 | 50 | 70 | 60 | 50 | 70 |
Avg Bars in Losers | 41 | 40 | 41 | 41 | 40 | 41 |
Bars Traded | 20066 | 8891 | 11175 | 20066 | 8891 | 11175 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377596 | 347432 | -89028 | -247630 | -1593 | -580165 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 120, "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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