Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1467210.0037 | 1443210.2879 | 23999.7158 | 1500753.3201 | 2815984.2979 | -1315230.9778 |
Total P&L (%) | 1467.21 | 1443.2103 | 23.9997 | 1500.7533 | 2815.9843 | -1315.231 |
Avg Daily Profit (%) | 0.8035 | 0.7904 | 0.0131 | 0.152 | 0.1849 | 0 |
Buy And Hold Return (%) | 714.9284 | 714.9284 | 714.9284 | 714.9284 | 714.9284 | 714.9284 |
Max Trade Drawdown | -113215 | -102488 | -73187 | -5334365 | -3936514 | -2819185 |
Profit Factor | 2.3468 | 3.6715 | 1.0437 | 1.0678 | 1.2685 | 0.8871 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 160 | 82 | 78 | 160 | 82 | 78 |
Profitability (%) | 42.2383 | 40.5797 | 43.8849 | 42.2383 | 40.5797 | 43.8849 |
Ratio Avg Win / Avg Loss | 3.2093 | 5.3761 | 1.3346 | 1.4602 | 1.8575 | 1.1343 |
Largest Winning Trade | 1015301 | 1015301 | 73191 | 2792017 | 2792017 | 1375613 |
Largest Losing Trade | -41566 | -27830 | -41566 | -1280889 | -767209 | -1280889 |
Avg Bars in Trades | 19 | 18 | 20 | 19 | 18 | 20 |
Avg Bars in Winners | 30 | 28 | 31 | 30 | 28 | 31 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 5354 | 2492 | 2862 | 5354 | 2492 | 2862 |
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 | 353024 | 344371 | -515800 | -145842 | 110180 | -581397 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 29 } }, "second_band": { "type": "tema", "factors": { "length": 75, "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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