Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293045.4895 | 212649.4414 | 80396.0481 | -796808.5768 | -67498.7744 | -729309.8024 |
Total P&L (%) | 293.0455 | 212.6494 | 80.396 | -796.8086 | -67.4988 | -729.3098 |
Avg Daily Profit (%) | 0.1851 | 0.1343 | 0.0508 | 0 | -0.071 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149075 | -88598 | -177394 | -2007400 | -1063919 | -1409732 |
Profit Factor | 1.4153 | 1.6225 | 1.2209 | 0.8449 | 0.9731 | 0.7222 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 80 | 38 | 42 | 66 | 32 | 34 |
Losing Trades | 45 | 24 | 21 | 59 | 30 | 29 |
Profitability (%) | 64 | 61.2903 | 66.6667 | 52.8 | 51.6129 | 53.9683 |
Ratio Avg Win / Avg Loss | 0.7961 | 1.0247 | 0.6104 | 0.7553 | 0.9123 | 0.616 |
Largest Winning Trade | 52333 | 52333 | 29114 | 326488 | 323374 | 326488 |
Largest Losing Trade | -149075 | -51344 | -149075 | -904195 | -297350 | -904195 |
Avg Bars in Trades | 147 | 152 | 142 | 147 | 152 | 142 |
Avg Bars in Winners | 106 | 108 | 104 | 170 | 173 | 167 |
Avg Bars in Losers | 220 | 222 | 219 | 122 | 130 | 114 |
Bars Traded | 18456 | 9457 | 8999 | 18456 | 9457 | 8999 |
Profit Streak | 77.7361 | 77.7361 | 107.9861 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368173 | -163515 | -270333 | -580083 | -734749 | -726943 |
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{ "first_band": { "type": "tema", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 156, "offset": 145 } } }
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# | 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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