Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1047640.8076 | 912203.267 | 135437.5405 | 14296723.1979 | 9996833.106 | 4299890.092 |
Total P&L (%) | 1047.6408 | 912.2033 | 135.4375 | 14296.7232 | 9996.8331 | 4299.8901 |
Avg Daily Profit (%) | 0.573 | 0.4989 | 0.0741 | 0.2722 | 0.2527 | 0.2072 |
Buy And Hold Return (%) | 831.6216 | 831.6216 | 831.6216 | 831.6216 | 831.6216 | 831.6216 |
Max Trade Drawdown | -125178 | -65993 | -85291 | -8097993 | -8008509 | -7686532 |
Profit Factor | 3.1417 | 4.9739 | 1.5217 | 1.4614 | 1.6731 | 1.2665 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 54.2857 | 54.2857 | 54.2857 | 54.2857 | 54.2857 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.6457 | 4.1886 | 1.2814 | 1.2306 | 1.4089 | 1.0665 |
Largest Winning Trade | 338113 | 338113 | 67081 | 6916016 | 6916016 | 4893055 |
Largest Losing Trade | -39384 | -32118 | -39384 | -7686532 | -5639086 | -7686532 |
Avg Bars in Trades | 100 | 107 | 92 | 100 | 107 | 92 |
Avg Bars in Winners | 118 | 110 | 126 | 118 | 110 | 126 |
Avg Bars in Losers | 78 | 103 | 52 | 78 | 103 | 52 |
Bars Traded | 7006 | 3757 | 3249 | 7006 | 3757 | 3249 |
Profit Streak | 0 | 127.5489 | 0 | 0 | 127.5489 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165679 | -116151 | -257839 | -88219 | 419730 | 262960 |
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{ "first_band": { "type": "tema", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 69, "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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