Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429025.7841 | 298428.7326 | 130597.0515 | 203803.2251 | -56968.7991 | 260772.0242 |
Total P&L (%) | 429.0258 | 298.4287 | 130.5971 | 203.8032 | -56.9688 | 260.772 |
Avg Daily Profit (%) | 0.2223 | 0.1546 | 0.0677 | 0.0576 | -0.0437 | 0.0665 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137815 | -137529 | -80293 | -871917 | -818445 | -387126 |
Profit Factor | 1.7916 | 2.0121 | 1.5285 | 1.0746 | 0.9652 | 1.2381 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 49.3056 | 44.4444 | 54.1667 | 49.3056 | 44.4444 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.8421 | 2.5152 | 1.2933 | 1.1049 | 1.2065 | 1.0476 |
Largest Winning Trade | 301417 | 301417 | 46914 | 472805 | 472805 | 222116 |
Largest Losing Trade | -67610 | -35083 | -67610 | -290558 | -255876 | -290558 |
Avg Bars in Trades | 25 | 21 | 30 | 25 | 21 | 30 |
Avg Bars in Winners | 32 | 24 | 39 | 32 | 24 | 39 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 3697 | 1516 | 2181 | 3697 | 1516 | 2181 |
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 | 417546 | -70283 | -179743 | -254050 | -660452 | -183070 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 67 } }, "second_band": { "type": "tema", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 67 } }, "second_band": { "type": "tema", "factors": { "length": 154, "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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