Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470902.2601 | 385919.6607 | 84982.5994 | -24169.9953 | 396820.0515 | -420990.0468 |
Total P&L (%) | 470.9023 | 385.9197 | 84.9826 | -24.17 | 396.8201 | -420.99 |
Avg Daily Profit (%) | 0.3186 | 0.2611 | 0.0575 | -0.0187 | 0.1085 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226280 | -110584 | -155866 | -903272 | -373165 | -681324 |
Profit Factor | 1.2843 | 1.4305 | 1.1119 | 0.9933 | 1.2247 | 0.774 |
Total Trades | 547 | 273 | 274 | 547 | 273 | 274 |
Winning Trades | 257 | 115 | 142 | 257 | 115 | 142 |
Losing Trades | 290 | 158 | 132 | 290 | 158 | 132 |
Profitability (%) | 46.9835 | 42.1245 | 51.8248 | 46.9835 | 42.1245 | 51.8248 |
Ratio Avg Win / Avg Loss | 1.4492 | 1.9654 | 1.0336 | 1.1209 | 1.6827 | 0.7195 |
Largest Winning Trade | 308681 | 308681 | 34583 | 507596 | 507596 | 111552 |
Largest Losing Trade | -46828 | -32104 | -46828 | -417581 | -69195 | -417581 |
Avg Bars in Trades | 32 | 36 | 27 | 32 | 36 | 27 |
Avg Bars in Winners | 40 | 46 | 35 | 40 | 46 | 35 |
Avg Bars in Losers | 24 | 29 | 19 | 24 | 29 | 19 |
Bars Traded | 17513 | 10000 | 7513 | 17513 | 10000 | 7513 |
Profit Streak | 15.8705 | 15.8705 | 26.8705 | 15.8705 | 15.8705 | 26.8705 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428301 | 324567 | -210693 | -575836 | -48497 | -577845 |
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{ "first_band": { "type": "tema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 29, "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) |
---|