Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805678.5993 | 728659.676 | 77018.9233 | 5101422.4042 | 8048181.0097 | -2946758.6055 |
Total P&L (%) | 805.6786 | 728.6597 | 77.0189 | 5101.4224 | 8048.181 | -2946.7586 |
Avg Daily Profit (%) | 0.3221 | 0.2913 | 0.0308 | 0.1581 | 0.1761 | 0 |
Buy And Hold Return (%) | 850.311 | 850.311 | 850.311 | 850.311 | 850.311 | 850.311 |
Max Trade Drawdown | -94261 | -82537 | -69614 | -5200315 | -907248 | -5232552 |
Profit Factor | 2.3232 | 3.319 | 1.2614 | 1.5021 | 3.2836 | 0.5559 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 57.9832 | 61.6667 | 54.2373 | 57.9832 | 61.6667 | 54.2373 |
Ratio Avg Win / Avg Loss | 1.6835 | 2.0631 | 1.0643 | 1.0885 | 2.0411 | 0.469 |
Largest Winning Trade | 168128 | 168128 | 65249 | 5041715 | 5041715 | 816574 |
Largest Losing Trade | -61222 | -43460 | -61222 | -4922551 | -813663 | -4922551 |
Avg Bars in Trades | 60 | 75 | 45 | 60 | 75 | 45 |
Avg Bars in Winners | 76 | 81 | 71 | 76 | 81 | 71 |
Avg Bars in Losers | 38 | 65 | 15 | 38 | 65 | 15 |
Bars Traded | 7221 | 4512 | 2709 | 7221 | 4512 | 2709 |
Profit Streak | 76.3083 | 85.3083 | 76.3083 | 76.3083 | 85.3083 | 76.3083 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149550 | -317321 | -493260 | 397930 | -152596 | -756351 |
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{ "first_band": { "type": "tema", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 101, "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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