Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879225.4176 | 817932.2001 | 61293.2175 | 168650.6015 | 261212.8068 | -92562.2053 |
Total P&L (%) | 879.2254 | 817.9322 | 61.2932 | 168.6506 | 261.2128 | -92.5622 |
Avg Daily Profit (%) | 0.454 | 0.4224 | 0.0317 | 0.051 | 0.0663 | -0.1341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146228 | -155242 | -28878 | -3297749 | -2969860 | -1029928 |
Profit Factor | 2.6514 | 2.9414 | 1.5517 | 1.026 | 1.0567 | 0.9505 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 51.6854 | 47.7273 | 55.5556 | 51.6854 | 47.7273 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.4784 | 3.2215 | 1.2413 | 0.9591 | 1.1573 | 0.7604 |
Largest Winning Trade | 647620 | 647620 | 27790 | 2892338 | 2892338 | 769122 |
Largest Losing Trade | -60854 | -60854 | -28878 | -1393453 | -1393453 | -1029928 |
Avg Bars in Trades | 127 | 242 | 14 | 127 | 242 | 14 |
Avg Bars in Winners | 98 | 197 | 16 | 98 | 197 | 16 |
Avg Bars in Losers | 157 | 283 | 12 | 157 | 283 | 12 |
Bars Traded | 11311 | 10666 | 645 | 11311 | 10666 | 645 |
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 | 565999 | 530276 | -148498 | -317853 | -263369 | -579714 |
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{ "first_band": { "type": "tema", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dcu", "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) |
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