Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875356.7442 | 699280.623 | 176076.1212 | 4737923.7735 | 3017805.4378 | 1720118.3357 |
Total P&L (%) | 875.3567 | 699.2806 | 176.0761 | 4737.9238 | 3017.8054 | 1720.1183 |
Avg Daily Profit (%) | 0.4918 | 0.3929 | 0.0989 | 0.2182 | 0.1934 | 0.1631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72004 | -64126 | -49538 | -3352967 | -2935285 | -1923141 |
Profit Factor | 2.8193 | 3.8685 | 1.7418 | 1.2924 | 1.3268 | 1.2467 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 53.8462 | 53.8462 | 53.8462 | 53.8462 | 53.8462 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.4166 | 3.3159 | 1.493 | 1.1077 | 1.1373 | 1.0686 |
Largest Winning Trade | 420608 | 420608 | 73417 | 3105270 | 3105270 | 2388969 |
Largest Losing Trade | -49538 | -35226 | -49538 | -1833830 | -1833830 | -1216531 |
Avg Bars in Trades | 66 | 62 | 70 | 66 | 62 | 70 |
Avg Bars in Winners | 67 | 65 | 68 | 67 | 65 | 68 |
Avg Bars in Losers | 65 | 59 | 72 | 65 | 59 | 72 |
Bars Traded | 5186 | 2439 | 2747 | 5186 | 2439 | 2747 |
Profit Streak | 24.5763 | 0 | 68.9096 | 24.5763 | 0 | 68.9096 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21822 | 618136 | -57235 | -29505 | 314951 | 322886 |
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{ "first_band": { "type": "sma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 106, "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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