Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430625.767 | 301463.2076 | 129162.5594 | 364767.838 | 270157.5744 | 94610.2636 |
Total P&L (%) | 430.6258 | 301.4632 | 129.1626 | 364.7678 | 270.1576 | 94.6103 |
Avg Daily Profit (%) | 0.4173 | 0.2921 | 0.1252 | 0.149 | 0.1269 | 0.0645 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94957 | -96517 | -109067 | -227603 | -173405 | -158021 |
Profit Factor | 1.3758 | 1.5163 | 1.2298 | 1.2392 | 1.3253 | 1.1363 |
Total Trades | 355 | 178 | 177 | 355 | 178 | 177 |
Winning Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Losing Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Profitability (%) | 37.7465 | 37.6404 | 37.8531 | 37.7465 | 37.6404 | 37.8531 |
Ratio Avg Win / Avg Loss | 2.269 | 2.5121 | 2.019 | 2.0438 | 2.1957 | 1.8655 |
Largest Winning Trade | 210706 | 210706 | 35846 | 258688 | 258688 | 109363 |
Largest Losing Trade | -39225 | -17556 | -39225 | -68333 | -58468 | -68333 |
Avg Bars in Trades | 8 | 9 | 8 | 8 | 9 | 8 |
Avg Bars in Winners | 14 | 14 | 13 | 14 | 14 | 13 |
Avg Bars in Losers | 5 | 5 | 4 | 5 | 5 | 4 |
Bars Traded | 3037 | 1605 | 1431 | 3037 | 1605 | 1431 |
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 | 306168 | 243840 | -29237 | 145124 | -26411 | -180352 |
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{ "first_band": { "type": "tema", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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