Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199643.2585 | 10542.0921 | 189101.1664 | 88410.3489 | -38992.3636 | 127402.7125 |
Total P&L (%) | 199.6433 | 10.5421 | 189.1012 | 88.4103 | -38.9924 | 127.4027 |
Avg Daily Profit (%) | 0.1928 | 0.0102 | 0.1826 | 0.0612 | -0.0477 | 0.0794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132725 | -117397 | -53515 | -225903 | -150920 | -95714 |
Profit Factor | 1.4508 | 1.0372 | 2.1832 | 1.1565 | 0.8904 | 1.6093 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 77.4648 | 73.2394 | 81.6901 | 77.4648 | 73.2394 | 81.6901 |
Ratio Avg Win / Avg Loss | 0.422 | 0.379 | 0.4893 | 0.3364 | 0.3254 | 0.3607 |
Largest Winning Trade | 56434 | 28816 | 56434 | 19180 | 17119 | 19180 |
Largest Losing Trade | -62089 | -62089 | -48855 | -90409 | -69248 | -90409 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 11 | 6 | 15 | 11 | 6 | 15 |
Avg Bars in Losers | 50 | 53 | 46 | 50 | 53 | 46 |
Bars Traded | 2865 | 1358 | 1507 | 2865 | 1358 | 1507 |
Profit Streak | 33.7489 | 54.4155 | 33.7489 | 33.7489 | 54.4155 | 33.7489 |
Trades During Streak | 8 | 11 | 4 | 8 | 11 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468784 | -591074 | -71998 | -155166 | -662477 | -167575 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 193, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 193, "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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