Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491996.8505 | 436974.4957 | 55022.3548 | -28836.4637 | -77332.4498 | 48495.9861 |
Total P&L (%) | 491.9969 | 436.9745 | 55.0224 | -28.8365 | -77.3325 | 48.496 |
Avg Daily Profit (%) | 0.2089 | 0.1855 | 0.0234 | -0.0144 | -0.063 | 0.0168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207329 | -74718 | -239461 | -144988 | -74397 | -117468 |
Profit Factor | 1.4992 | 1.9784 | 1.1021 | 0.9433 | 0.6918 | 1.1879 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 50.7143 | 51.4286 | 50 | 50.7143 | 51.4286 | 50 |
Ratio Avg Win / Avg Loss | 1.457 | 1.8685 | 1.1021 | 0.9168 | 0.6534 | 1.1879 |
Largest Winning Trade | 205267 | 205267 | 64917 | 56198 | 33474 | 56198 |
Largest Losing Trade | -83578 | -29429 | -83578 | -61643 | -26961 | -61643 |
Avg Bars in Trades | 98 | 74 | 122 | 98 | 74 | 122 |
Avg Bars in Winners | 117 | 77 | 158 | 117 | 77 | 158 |
Avg Bars in Losers | 78 | 71 | 85 | 78 | 71 | 85 |
Bars Traded | 13811 | 5243 | 8568 | 13811 | 5243 | 8568 |
Profit Streak | 58.7031 | 58.7031 | 78.3698 | 58.7031 | 58.7031 | 78.3698 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375824 | -82178 | -364791 | -579336 | -674212 | -279619 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 195, "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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