Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132631.3481 | 65564.8502 | 67066.4979 | 57333.5722 | 6450.9875 | 50882.5847 |
Total P&L (%) | 132.6313 | 65.5649 | 67.0665 | 57.3336 | 6.451 | 50.8826 |
Avg Daily Profit (%) | 0.2547 | 0.1259 | 0.1288 | 0.0871 | 0.012 | 0.079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128189 | -83783 | -67453 | -96398 | -75629 | -60839 |
Profit Factor | 1.2309 | 1.22 | 1.2426 | 1.0991 | 1.0221 | 1.1775 |
Total Trades | 487 | 243 | 244 | 487 | 243 | 244 |
Winning Trades | 232 | 110 | 122 | 232 | 110 | 122 |
Losing Trades | 255 | 133 | 122 | 255 | 133 | 122 |
Profitability (%) | 47.6386 | 45.2675 | 50 | 47.6386 | 45.2675 | 50 |
Ratio Avg Win / Avg Loss | 1.3529 | 1.4751 | 1.2426 | 1.2081 | 1.2358 | 1.1775 |
Largest Winning Trade | 103752 | 103752 | 23993 | 33680 | 33680 | 15769 |
Largest Losing Trade | -31806 | -21635 | -31806 | -34752 | -27241 | -34752 |
Avg Bars in Trades | 50 | 51 | 49 | 50 | 51 | 49 |
Avg Bars in Winners | 49 | 48 | 50 | 49 | 48 | 50 |
Avg Bars in Losers | 51 | 53 | 49 | 51 | 53 | 49 |
Bars Traded | 24554 | 12405 | 12149 | 24554 | 12405 | 12149 |
Profit Streak | 11.004 | 11.004 | 11.7749 | 11.004 | 11.004 | 11.7749 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372059 | -26712 | -20336 | -186484 | -539831 | -112794 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 41 } }, "second_band": { "type": "tema", "factors": { "length": 105, "offset": 202 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 41 } }, "second_band": { "type": "tema", "factors": { "length": 105, "offset": 202 } } }
# | 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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