Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1169438.6248 | 1289313.9366 | -119875.3119 | -92575.9849 | 87211.0596 | -179787.0445 |
Total P&L (%) | 1169.4386 | 1289.3139 | -119.8753 | -92.576 | 87.2111 | -179.787 |
Avg Daily Profit (%) | 0.5053 | 0.5571 | -0.0518 | -0.1123 | 0.0271 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187487 | -105215 | -256978 | -155699 | -81476 | -217669 |
Profit Factor | 2.6541 | 4.7446 | 0.6695 | 0.7379 | 1.7425 | 0.2376 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 46.0674 | 44.4444 | 47.7273 | 46.0674 | 44.4444 | 47.7273 |
Ratio Avg Win / Avg Loss | 3.1072 | 5.9308 | 0.7333 | 0.8639 | 2.1782 | 0.2602 |
Largest Winning Trade | 1306765 | 1306765 | 84705 | 94805 | 94805 | 21800 |
Largest Losing Trade | -92326 | -72496 | -92326 | -144020 | -43302 | -144020 |
Avg Bars in Trades | 47 | 42 | 52 | 47 | 42 | 52 |
Avg Bars in Winners | 70 | 68 | 71 | 70 | 68 | 71 |
Avg Bars in Losers | 28 | 21 | 35 | 28 | 21 | 35 |
Bars Traded | 4227 | 1916 | 2311 | 4227 | 1916 | 2311 |
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 | 519032 | 597697 | -581603 | -582069 | -155468 | -581603 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 122 } }, "second_band": { "type": "tema", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 122 } }, "second_band": { "type": "tema", "factors": { "length": 127, "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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