Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240715.4348 | 365221.4343 | -124505.9996 | 33396.6355 | -78216.6258 | 111613.2613 |
Total P&L (%) | 240.7154 | 365.2214 | -124.506 | 33.3966 | -78.2166 | 111.6133 |
Avg Daily Profit (%) | 0.1326 | 0.2011 | -0.0686 | 0.0159 | -0.0839 | 0.0413 |
Buy And Hold Return (%) | 120.3961 | 120.3961 | 120.3961 | 120.3961 | 120.3961 | 120.3961 |
Max Trade Drawdown | -228066 | -92796 | -325824 | -825685 | -590918 | -684419 |
Profit Factor | 1.3565 | 2.5786 | 0.7194 | 1.0181 | 0.9127 | 1.1172 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 46 | 24 | 22 | 44 | 22 | 22 |
Losing Trades | 27 | 13 | 14 | 29 | 15 | 14 |
Profitability (%) | 63.0137 | 64.8649 | 61.1111 | 60.274 | 59.4595 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.7962 | 1.3968 | 0.4578 | 0.671 | 0.6223 | 0.7109 |
Largest Winning Trade | 134136 | 134136 | 33996 | 265710 | 143223 | 265710 |
Largest Losing Trade | -137713 | -63819 | -137713 | -684419 | -281314 | -684419 |
Avg Bars in Trades | 95 | 91 | 99 | 95 | 91 | 99 |
Avg Bars in Winners | 99 | 102 | 96 | 106 | 99 | 113 |
Avg Bars in Losers | 87 | 70 | 103 | 77 | 79 | 76 |
Bars Traded | 6951 | 3374 | 3578 | 6951 | 3374 | 3578 |
Profit Streak | 72.4235 | 274.9235 | 72.4235 | 72.4235 | 274.9235 | 72.4235 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97136 | 419731 | -578781 | -613038 | -578174 | -394852 |
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{ "first_band": { "type": "sma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 213, "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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