Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421145.274 | 419192.2021 | 1953.0718 | -16974.2066 | 89826.4681 | -106800.6748 |
Total P&L (%) | 421.1453 | 419.1922 | 1.9531 | -16.9742 | 89.8265 | -106.8007 |
Avg Daily Profit (%) | 0.2169 | 0.2159 | 0.001 | -0.0096 | 0.033 | 0 |
Buy And Hold Return (%) | 18.3002 | 18.3002 | 18.3002 | 18.3002 | 18.3002 | 18.3002 |
Max Trade Drawdown | -253818 | -177028 | -108662 | -2127367 | -1822001 | -937216 |
Profit Factor | 1.2481 | 1.4832 | 1.0024 | 0.9986 | 1.0138 | 0.9797 |
Total Trades | 512 | 256 | 256 | 512 | 256 | 256 |
Winning Trades | 234 | 107 | 127 | 234 | 107 | 127 |
Losing Trades | 278 | 149 | 129 | 278 | 149 | 129 |
Profitability (%) | 45.7031 | 41.7969 | 49.6094 | 45.7031 | 41.7969 | 49.6094 |
Ratio Avg Win / Avg Loss | 1.4827 | 2.0654 | 1.0181 | 1.1863 | 1.4118 | 0.9951 |
Largest Winning Trade | 180753 | 180753 | 44585 | 747360 | 747360 | 499733 |
Largest Losing Trade | -49998 | -36251 | -49998 | -592284 | -592284 | -521854 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 25 | 28 | 23 | 25 | 28 | 23 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 11441 | 6173 | 5268 | 11441 | 6173 | 5268 |
Profit Streak | 0 | 0 | 36.3384 | 0 | 0 | 36.3384 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317297 | 285932 | -572835 | -577829 | -357643 | -578431 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 103, "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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