Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1353045.2987 | 1250845.9203 | 102199.3784 | 10478707.612 | 12339250.1727 | -1860542.5607 |
Total P&L (%) | 1353.0453 | 1250.8459 | 102.1994 | 10478.7076 | 12339.2502 | -1860.5426 |
Avg Daily Profit (%) | 0.6164 | 0.5699 | 0.0466 | 0.2126 | 0.22 | 0 |
Buy And Hold Return (%) | 529.6193 | 529.6193 | 529.6193 | 529.6193 | 529.6193 | 529.6193 |
Max Trade Drawdown | -97001 | -110400 | -56115 | -5406938 | -2142521 | -4711742 |
Profit Factor | 4.1527 | 6.9879 | 1.464 | 1.801 | 3.2695 | 0.7567 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 38.7097 | 38.7097 | 38.7097 | 38.7097 | 38.7097 | 38.7097 |
Ratio Avg Win / Avg Loss | 6.5752 | 11.0641 | 2.318 | 2.8515 | 5.1767 | 1.198 |
Largest Winning Trade | 615856 | 615856 | 66919 | 9294403 | 9294403 | 2553194 |
Largest Losing Trade | -35857 | -21608 | -35857 | -4175462 | -1231476 | -4175462 |
Avg Bars in Trades | 203 | 185 | 222 | 203 | 185 | 222 |
Avg Bars in Winners | 382 | 341 | 423 | 382 | 341 | 423 |
Avg Bars in Losers | 91 | 86 | 96 | 91 | 86 | 96 |
Bars Traded | 12636 | 5736 | 6900 | 12636 | 5736 | 6900 |
Profit Streak | 84.3705 | 122.7039 | 0 | 84.3705 | 122.7039 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147346 | 409865 | -298737 | -151048 | 381371 | -583541 |
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{ "first_band": { "type": "t3", "factors": { "length": 248, "offset": 0, "a": 0.72573 } }, "second_band": { "type": "tema", "factors": { "length": 100, "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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