Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1838907.9663 | 1884023.3452 | -45115.3789 | -16545.6935 | 534191.5215 | -550737.215 |
Total P&L (%) | 1838.908 | 1884.0233 | -45.1154 | -16.5457 | 534.1915 | -550.7372 |
Avg Daily Profit (%) | 0.7917 | 0.8111 | -0.0194 | -0.0078 | 0.0796 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170953 | -126677 | -154444 | -613654 | -103153 | -612834 |
Profit Factor | 3.9445 | 7.2943 | 0.8613 | 0.9845 | 2.6943 | 0.2662 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 41.9048 | 41.5094 | 42.3077 | 41.9048 | 41.5094 | 42.3077 |
Ratio Avg Win / Avg Loss | 5.4685 | 10.2783 | 1.1745 | 1.3648 | 3.7966 | 0.363 |
Largest Winning Trade | 1867055 | 1867055 | 82472 | 377461 | 377461 | 36466 |
Largest Losing Trade | -80629 | -59379 | -80629 | -530435 | -92669 | -530435 |
Avg Bars in Trades | 60 | 53 | 67 | 60 | 53 | 67 |
Avg Bars in Winners | 94 | 107 | 82 | 94 | 107 | 82 |
Avg Bars in Losers | 35 | 15 | 56 | 35 | 15 | 56 |
Bars Traded | 6347 | 2835 | 3511 | 6347 | 2835 | 3511 |
Profit Streak | 45.1222 | 105.1222 | 0 | 45.1222 | 105.1222 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 640910 | -160298 | -762158 | -581424 | -263171 | -763824 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 209 } }, "second_band": { "type": "tema", "factors": { "length": 174, "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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