Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -102218.2327 | 98632.052 | -200850.2847 | 774199.711 | -2024951.6335 | 2799151.3445 |
Total P&L (%) | -102.2182 | 98.6321 | -200.8503 | 774.1997 | -2024.9516 | 2799.1513 |
Avg Daily Profit (%) | -0.0529 | 0.0511 | -0.104 | 0.1123 | 0 | 0.1745 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -342995 | -134026 | -374564 | -1645535 | -2363047 | -850244 |
Profit Factor | 0.8803 | 1.3557 | 0.6517 | 1.1388 | 0.4507 | 2.4792 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 75 | 38 | 37 | 63 | 31 | 32 |
Losing Trades | 22 | 11 | 11 | 34 | 18 | 16 |
Profitability (%) | 77.3196 | 77.551 | 77.0833 | 64.9485 | 63.2653 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.2582 | 0.3924 | 0.1938 | 0.6146 | 0.2617 | 1.2396 |
Largest Winning Trade | 43481 | 43481 | 28254 | 2377204 | 298003 | 2377204 |
Largest Losing Trade | -278714 | -45577 | -278714 | -767105 | -767105 | -470291 |
Avg Bars in Trades | 37 | 44 | 29 | 37 | 44 | 29 |
Avg Bars in Winners | 12 | 13 | 10 | 18 | 17 | 19 |
Avg Bars in Losers | 123 | 153 | 93 | 71 | 91 | 50 |
Bars Traded | 3626 | 2195 | 1431 | 3626 | 2195 | 1431 |
Profit Streak | 12.7934 | 144.7934 | 12.7934 | 12.7934 | 144.7934 | 12.7934 |
Trades During Streak | 3 | 10 | 1 | 3 | 10 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575194 | -120708 | -576289 | -108154 | -577393 | 524608 |
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{ "first_band": { "type": "tema", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 214, "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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