Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538294.0271 | 556556.222 | -18262.195 | -41326.2239 | -123509.4953 | 82183.2713 |
Total P&L (%) | 538.294 | 556.5562 | -18.2622 | -41.3262 | -123.5095 | 82.1833 |
Avg Daily Profit (%) | 0.2814 | 0.2909 | -0.0095 | -0.0279 | 0 | 0.0314 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -327140 | -214392 | -174824 | -3125587 | -2669883 | -1098806 |
Profit Factor | 1.4504 | 1.9182 | 0.969 | 0.9959 | 0.9758 | 1.0165 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Losing Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Profitability (%) | 46.8504 | 46.4567 | 47.2441 | 46.8504 | 46.4567 | 47.2441 |
Ratio Avg Win / Avg Loss | 1.6454 | 2.2108 | 1.082 | 1.1298 | 1.1247 | 1.1351 |
Largest Winning Trade | 390217 | 390217 | 59629 | 884423 | 753235 | 884423 |
Largest Losing Trade | -46923 | -33414 | -46923 | -569485 | -569485 | -532665 |
Avg Bars in Trades | 22 | 24 | 19 | 22 | 24 | 19 |
Avg Bars in Winners | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Losers | 18 | 22 | 14 | 18 | 22 | 14 |
Bars Traded | 5628 | 3129 | 2499 | 5628 | 3129 | 2499 |
Profit Streak | 25.0604 | 36.0604 | 25.0604 | 25.0604 | 36.0604 | 25.0604 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441133 | 436706 | -579579 | -577705 | -579437 | -353844 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 87, "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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