Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2264982.4481 | 2208910.5015 | 56071.9466 | 1121658.8314 | 9842905.7189 | -8721246.8875 |
Total P&L (%) | 2264.9824 | 2208.9105 | 56.0719 | 1121.6588 | 9842.9057 | -8721.2469 |
Avg Daily Profit (%) | 1.0245 | 0.9992 | 0.0254 | 0.1133 | 0.2083 | 0 |
Buy And Hold Return (%) | 328.1053 | 328.1053 | 328.1053 | 328.1053 | 328.1053 | 328.1053 |
Max Trade Drawdown | -202348 | -128408 | -153514 | -14350968 | -5306398 | -9894737 |
Profit Factor | 3.4827 | 5.8895 | 1.1218 | 1.0432 | 1.9588 | 0.4435 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Losing Trades | 150 | 73 | 77 | 150 | 73 | 77 |
Profitability (%) | 33.3333 | 34.8214 | 31.8584 | 33.3333 | 34.8214 | 31.8584 |
Ratio Avg Win / Avg Loss | 6.9654 | 11.0239 | 2.3993 | 2.0865 | 3.6664 | 0.9485 |
Largest Winning Trade | 2045667 | 2045667 | 46477 | 14117898 | 14117898 | 1569329 |
Largest Losing Trade | -64909 | -24531 | -64909 | -9611751 | -1098222 | -9611751 |
Avg Bars in Trades | 37 | 39 | 36 | 37 | 39 | 36 |
Avg Bars in Winners | 81 | 84 | 79 | 81 | 84 | 79 |
Avg Bars in Losers | 15 | 14 | 17 | 15 | 14 | 17 |
Bars Traded | 8534 | 4374 | 4160 | 8534 | 4374 | 4160 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527542 | 556149 | -417564 | -221247 | 204119 | -588086 |
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{ "first_band": { "type": "tema", "factors": { "length": 143, "offset": 69 } }, "second_band": { "type": "alma", "factors": { "length": 2, "offset": 0 } } }
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# | 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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