Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219265.4014 | 232631.0213 | -13365.6199 | 22756.5037 | 26701.206 | -3944.7023 |
Total P&L (%) | 219.2654 | 232.631 | -13.3656 | 22.7565 | 26.7012 | -3.9447 |
Avg Daily Profit (%) | 0.2105 | 0.2233 | -0.0128 | 0.0197 | 0.0227 | -0.0039 |
Buy And Hold Return (%) | 47.4038 | 47.4038 | 47.4038 | 47.4038 | 47.4038 | 47.4038 |
Max Trade Drawdown | -101142 | -71197 | -133370 | -96814 | -93644 | -95473 |
Profit Factor | 1.3106 | 1.5689 | 0.955 | 1.0406 | 1.0769 | 0.9815 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Losing Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Profitability (%) | 58.9595 | 61.6279 | 56.3218 | 58.9595 | 61.6279 | 56.3218 |
Ratio Avg Win / Avg Loss | 0.9123 | 0.9769 | 0.7406 | 0.7244 | 0.6706 | 0.7611 |
Largest Winning Trade | 69891 | 69891 | 23042 | 24712 | 24712 | 18937 |
Largest Losing Trade | -58753 | -58753 | -37917 | -93644 | -93644 | -29587 |
Avg Bars in Trades | 141 | 220 | 63 | 141 | 220 | 63 |
Avg Bars in Winners | 98 | 136 | 57 | 98 | 136 | 57 |
Avg Bars in Losers | 203 | 355 | 70 | 203 | 355 | 70 |
Bars Traded | 24499 | 18991 | 5508 | 24499 | 18991 | 5508 |
Profit Streak | 18.7071 | 18.7071 | 71.8738 | 18.7071 | 18.7071 | 71.8738 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 290418 | 305556 | -578853 | -506279 | -463820 | -578853 |
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{ "first_band": { "type": "dcl", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 80, "offset": 182 } } }
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# | 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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