Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247691.5929 | 48954.5273 | 198737.0656 | 107826.6413 | 225209.4489 | -117382.8076 |
Total P&L (%) | 247.6916 | 48.9545 | 198.7371 | 107.8266 | 225.2094 | -117.3828 |
Avg Daily Profit (%) | 0.1634 | 0.0323 | 0.1311 | 0.0483 | 0.0778 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178799 | -165833 | -76907 | -1707157 | -1267698 | -961968 |
Profit Factor | 1.1997 | 1.0729 | 1.3494 | 1.0157 | 1.065 | 0.9653 |
Total Trades | 577 | 289 | 288 | 577 | 289 | 288 |
Winning Trades | 267 | 128 | 139 | 267 | 128 | 139 |
Losing Trades | 310 | 161 | 149 | 310 | 161 | 149 |
Profitability (%) | 46.2738 | 44.2907 | 48.2639 | 46.2738 | 44.2907 | 48.2639 |
Ratio Avg Win / Avg Loss | 1.3929 | 1.3495 | 1.4465 | 1.1793 | 1.3395 | 1.0348 |
Largest Winning Trade | 75690 | 75690 | 40847 | 654901 | 654901 | 202792 |
Largest Losing Trade | -31363 | -31363 | -22999 | -498774 | -498774 | -290630 |
Avg Bars in Trades | 15 | 12 | 18 | 15 | 12 | 18 |
Avg Bars in Winners | 20 | 17 | 23 | 20 | 17 | 23 |
Avg Bars in Losers | 11 | 8 | 13 | 11 | 8 | 13 |
Bars Traded | 8896 | 3633 | 5263 | 8896 | 3633 | 5263 |
Profit Streak | 5.4195 | 5.4195 | 18.5861 | 5.4195 | 5.4195 | 18.5861 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341055 | -291778 | -15545 | -328628 | -238371 | -577084 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 32 } }, "second_band": { "type": "tema", "factors": { "length": 169, "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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