Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595573.2223 | 499766.9961 | 95806.2263 | 815440.4781 | 280443.96 | 534996.5181 |
Total P&L (%) | 595.5732 | 499.767 | 95.8062 | 815.4405 | 280.444 | 534.9965 |
Avg Daily Profit (%) | 0.3086 | 0.259 | 0.0496 | 0.1148 | 0.0693 | 0.0958 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92833 | -77049 | -110757 | -1367575 | -1003277 | -753994 |
Profit Factor | 1.4871 | 1.8467 | 1.1515 | 1.1065 | 1.0744 | 1.1376 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 111 | 47 | 64 | 111 | 47 | 64 |
Losing Trades | 168 | 93 | 75 | 168 | 93 | 75 |
Profitability (%) | 39.7849 | 33.5714 | 46.0432 | 39.7849 | 33.5714 | 46.0432 |
Ratio Avg Win / Avg Loss | 2.2507 | 3.6541 | 1.3494 | 1.6747 | 2.1259 | 1.3332 |
Largest Winning Trade | 155819 | 155819 | 50398 | 474834 | 474834 | 297193 |
Largest Losing Trade | -46204 | -21310 | -46204 | -332674 | -253087 | -332674 |
Avg Bars in Trades | 81 | 68 | 94 | 81 | 68 | 94 |
Avg Bars in Winners | 129 | 108 | 145 | 129 | 108 | 145 |
Avg Bars in Losers | 49 | 48 | 50 | 49 | 48 | 50 |
Bars Traded | 22695 | 9578 | 13117 | 22695 | 9578 | 13117 |
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 | 316487 | 182067 | -182228 | -144104 | -244623 | -135470 |
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{ "first_band": { "type": "midprice", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 72, "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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