Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1025124.1856 | 895565.2458 | 129558.9398 | 1049972.2534 | 1366608.0449 | -316635.7915 |
Total P&L (%) | 1025.1242 | 895.5652 | 129.5589 | 1049.9723 | 1366.608 | -316.6358 |
Avg Daily Profit (%) | 0.4442 | 0.3881 | 0.0561 | 0.1059 | 0.1164 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119699 | -175471 | -102576 | -4069478 | -2826393 | -2459690 |
Profit Factor | 1.6575 | 2.0849 | 1.1766 | 1.0484 | 1.1181 | 0.9687 |
Total Trades | 379 | 189 | 190 | 379 | 189 | 190 |
Winning Trades | 147 | 62 | 85 | 147 | 62 | 85 |
Losing Trades | 232 | 127 | 105 | 232 | 127 | 105 |
Profitability (%) | 38.7863 | 32.8042 | 44.7368 | 38.7863 | 32.8042 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.6159 | 4.2707 | 1.4534 | 1.6546 | 2.2903 | 1.1966 |
Largest Winning Trade | 417345 | 417345 | 62798 | 2434883 | 2434883 | 1104631 |
Largest Losing Trade | -39064 | -27685 | -39064 | -995693 | -995693 | -941480 |
Avg Bars in Trades | 24 | 26 | 21 | 24 | 26 | 21 |
Avg Bars in Winners | 37 | 45 | 32 | 37 | 45 | 32 |
Avg Bars in Losers | 15 | 16 | 13 | 15 | 16 | 13 |
Bars Traded | 9145 | 4984 | 4161 | 9145 | 4984 | 4161 |
Profit Streak | 6.9964 | 0 | 17.4964 | 6.9964 | 0 | 17.4964 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426475 | 274821 | -144495 | -218783 | -132636 | -579373 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 74, "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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