Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1559514.9996 | 1548478.338 | 11036.6616 | 14844589.0383 | 21123591.6043 | -6279002.566 |
Total P&L (%) | 1559.515 | 1548.4783 | 11.0367 | 14844.589 | 21123.5916 | -6279.0026 |
Avg Daily Profit (%) | 0.83 | 0.8241 | 0.0059 | 0.2668 | 0.2855 | 0 |
Buy And Hold Return (%) | 6984.9545 | 6984.9545 | 6984.9545 | 6984.9545 | 6984.9545 | 6984.9545 |
Max Trade Drawdown | -49995 | -49975 | -79833 | -6700366 | -2682840 | -9196119 |
Profit Factor | 4.9979 | 9.5009 | 1.0531 | 1.6144 | 3.2181 | 0.571 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 45.614 | 55.1724 | 35.7143 | 45.614 | 55.1724 | 35.7143 |
Ratio Avg Win / Avg Loss | 5.959 | 7.7195 | 1.8955 | 1.9249 | 2.6147 | 1.0278 |
Largest Winning Trade | 829543 | 829543 | 62022 | 9670021 | 9670021 | 4222242 |
Largest Losing Trade | -49975 | -49975 | -31968 | -3139849 | -2682840 | -3139849 |
Avg Bars in Trades | 187 | 189 | 184 | 187 | 189 | 184 |
Avg Bars in Winners | 278 | 265 | 299 | 278 | 265 | 299 |
Avg Bars in Losers | 110 | 95 | 120 | 110 | 95 | 120 |
Bars Traded | 10659 | 5484 | 5175 | 10659 | 5484 | 5175 |
Profit Streak | 51.309 | 52.1424 | 0 | 51.309 | 52.1424 | 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 | -325433 | -142883 | -538392 | -175030 | 468329 | -605722 |
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{ "first_band": { "type": "midprice", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 173, "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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