Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353436.4097 | 541317.5882 | -187881.1785 | -232265.717 | -25373.824 | -206891.893 |
Total P&L (%) | 353.4364 | 541.3176 | -187.8812 | -232.2657 | -25.3738 | -206.8919 |
Avg Daily Profit (%) | 0.1503 | 0.2302 | -0.0799 | 0 | -0.0124 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -325598 | -121329 | -316844 | -466305 | -340084 | -314860 |
Profit Factor | 1.5107 | 3.3316 | 0.5915 | 0.7794 | 0.9396 | 0.6728 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 32 | 17 | 15 | 41 | 21 | 20 |
Losing Trades | 45 | 22 | 23 | 36 | 18 | 18 |
Profitability (%) | 41.5584 | 43.5897 | 39.4737 | 53.2468 | 53.8462 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.1244 | 4.3115 | 0.9069 | 0.6843 | 0.8054 | 0.6056 |
Largest Winning Trade | 671926 | 671926 | 53782 | 158205 | 89943 | 158205 |
Largest Losing Trade | -232714 | -51030 | -232714 | -238788 | -238788 | -125795 |
Avg Bars in Trades | 56 | 49 | 63 | 56 | 49 | 63 |
Avg Bars in Winners | 85 | 67 | 106 | 29 | 27 | 31 |
Avg Bars in Losers | 34 | 35 | 34 | 86 | 74 | 98 |
Bars Traded | 4312 | 1917 | 2395 | 4312 | 1917 | 2395 |
Profit Streak | 0 | 0 | 0 | 14.0525 | 14.0525 | 16.5525 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39881 | 438956 | -584858 | -625558 | -579662 | -579850 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 143 } }, "second_band": { "type": "tema", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 143 } }, "second_band": { "type": "tema", "factors": { "length": 92, "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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