Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2482182.4439 | 2241636.3602 | 240546.0837 | 15840650.5551 | -5419858.3915 | 21260508.9466 |
Total P&L (%) | 2482.1824 | 2241.6364 | 240.5461 | 15840.6506 | -5419.8584 | 21260.5089 |
Avg Daily Profit (%) | 1.0687 | 0.9651 | 0.1036 | 0.2186 | 0 | 0.2312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109454 | -94846 | -57644 | -48467882 | -39564504 | -19727947 |
Profit Factor | 4.8333 | 7.0023 | 1.8777 | 1.1186 | 0.9327 | 1.4005 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 62.3656 | 53.1915 | 71.7391 | 62.3656 | 53.1915 | 71.7391 |
Ratio Avg Win / Avg Loss | 2.9167 | 6.162 | 0.7397 | 0.675 | 0.8207 | 0.5517 |
Largest Winning Trade | 1824089 | 1824089 | 66949 | 22369775 | 22369775 | 15967293 |
Largest Losing Trade | -44887 | -37983 | -44887 | -23688773 | -23688773 | -17361467 |
Avg Bars in Trades | 72 | 69 | 75 | 72 | 69 | 75 |
Avg Bars in Winners | 89 | 91 | 88 | 89 | 91 | 88 |
Avg Bars in Losers | 43 | 43 | 42 | 43 | 43 | 42 |
Bars Traded | 6700 | 3245 | 3456 | 6700 | 3245 | 3456 |
Profit Streak | 0 | 0 | 171.7573 | 0 | 0 | 171.7573 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 825223 | 803967 | -49659 | -81680 | -580283 | 417983 |
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{ "first_band": { "type": "tema", "factors": { "length": 125, "offset": 56 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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