Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255573.8217 | 55583.1134 | 199990.7083 | 312095.6165 | -164960.4509 | 477056.0674 |
Total P&L (%) | 255.5738 | 55.5831 | 199.9907 | 312.0956 | -164.9605 | 477.0561 |
Avg Daily Profit (%) | 0.1986 | 0.0432 | 0.1554 | 0.1101 | 0 | 0.1363 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86836 | -51739 | -50166 | -642830 | -378754 | -386219 |
Profit Factor | 1.6861 | 1.2798 | 2.1507 | 1.1618 | 0.8358 | 1.516 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 41.5584 | 30.7692 | 52.6316 | 41.5584 | 30.7692 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.3711 | 2.8795 | 1.9356 | 1.6338 | 1.8805 | 1.3644 |
Largest Winning Trade | 71578 | 47623 | 71578 | 366559 | 212775 | 366559 |
Largest Losing Trade | -32174 | -19060 | -32174 | -207610 | -122143 | -207610 |
Avg Bars in Trades | 195 | 161 | 229 | 195 | 161 | 229 |
Avg Bars in Winners | 332 | 300 | 350 | 332 | 300 | 350 |
Avg Bars in Losers | 97 | 99 | 95 | 97 | 99 | 95 |
Bars Traded | 15024 | 6286 | 8738 | 15024 | 6286 | 8738 |
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 | -38757 | -142574 | 420654 | -137038 | -585458 | -9348 |
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{ "first_band": { "type": "sma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 185, "offset": 0 } } }
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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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