Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527689.5039 | 458985.1271 | 68704.3768 | 788818.3622 | 679551.6215 | 109266.7407 |
Total P&L (%) | 527.6895 | 458.9851 | 68.7044 | 788.8184 | 679.5516 | 109.2667 |
Avg Daily Profit (%) | 0.2205 | 0.1918 | 0.0287 | 0.0913 | 0.0859 | 0.0309 |
Buy And Hold Return (%) | 107.292 | 107.292 | 107.292 | 107.292 | 107.292 | 107.292 |
Max Trade Drawdown | -159981 | -153556 | -37503 | -731149 | -653910 | -199808 |
Profit Factor | 1.8356 | 2.0402 | 1.3611 | 1.4043 | 1.4923 | 1.1914 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 117 | 49 | 68 | 117 | 49 | 68 |
Losing Trades | 73 | 46 | 27 | 73 | 46 | 27 |
Profitability (%) | 61.5789 | 51.5789 | 71.5789 | 61.5789 | 51.5789 | 71.5789 |
Ratio Avg Win / Avg Loss | 1.1453 | 1.9153 | 0.5404 | 0.8762 | 1.4009 | 0.4731 |
Largest Winning Trade | 214796 | 214796 | 18875 | 679344 | 679344 | 78027 |
Largest Losing Trade | -37014 | -35295 | -37014 | -288443 | -288443 | -195789 |
Avg Bars in Trades | 74 | 131 | 17 | 74 | 131 | 17 |
Avg Bars in Winners | 73 | 153 | 16 | 73 | 153 | 16 |
Avg Bars in Losers | 75 | 108 | 20 | 75 | 108 | 20 |
Bars Traded | 14172 | 12488 | 1684 | 14172 | 12488 | 1684 |
Profit Streak | 0 | 58.4308 | 0 | 0 | 58.4308 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420294 | 387153 | -318457 | -69046 | -75797 | -320255 |
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{ "first_band": { "type": "dcl", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 161, "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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