Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1223308.3606 | 1156209.948 | 67098.4126 | 1566675.319 | 495761.5862 | 1070913.7329 |
Total P&L (%) | 1223.3084 | 1156.2099 | 67.0984 | 1566.6753 | 495.7616 | 1070.9137 |
Avg Daily Profit (%) | 0.6551 | 0.6192 | 0.0359 | 0.1508 | 0.0956 | 0.1319 |
Buy And Hold Return (%) | 273.3452 | 273.3452 | 273.3452 | 273.3452 | 273.3452 | 273.3452 |
Max Trade Drawdown | -131688 | -94262 | -107751 | -1239598 | -1017840 | -636917 |
Profit Factor | 2.5315 | 3.6257 | 1.1872 | 1.2285 | 1.13 | 1.3521 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Profitability (%) | 32.4786 | 23.7288 | 41.3793 | 32.4786 | 23.7288 | 41.3793 |
Ratio Avg Win / Avg Loss | 5.2629 | 11.6539 | 1.6819 | 2.554 | 3.6321 | 1.9155 |
Largest Winning Trade | 586040 | 586040 | 52337 | 1336087 | 1336087 | 800639 |
Largest Losing Trade | -41150 | -41150 | -36448 | -482555 | -287663 | -482555 |
Avg Bars in Trades | 63 | 57 | 69 | 63 | 57 | 69 |
Avg Bars in Winners | 124 | 122 | 126 | 124 | 122 | 126 |
Avg Bars in Losers | 33 | 37 | 29 | 33 | 37 | 29 |
Bars Traded | 7405 | 3382 | 4023 | 7405 | 3382 | 4023 |
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 | 304231 | -195985 | -507552 | 36950 | -362248 | -200778 |
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{ "first_band": { "type": "rma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 54, "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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