Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89853.7678 | 39572.2724 | 50281.4954 | 50836.8294 | 13897.1726 | 36939.6567 |
Total P&L (%) | 89.8538 | 39.5723 | 50.2815 | 50.8368 | 13.8972 | 36.9397 |
Avg Daily Profit (%) | 0.1757 | 0.0774 | 0.0983 | 0.0804 | 0.0255 | 0.0615 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86496 | -67825 | -42817 | -91788 | -64556 | -40067 |
Profit Factor | 1.2096 | 1.1829 | 1.2368 | 1.1288 | 1.0691 | 1.1907 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 130 | 62 | 68 | 130 | 62 | 68 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 61.3208 | 58.4906 | 64.1509 | 61.3208 | 58.4906 | 64.1509 |
Ratio Avg Win / Avg Loss | 0.763 | 0.8395 | 0.6911 | 0.712 | 0.7587 | 0.6654 |
Largest Winning Trade | 15267 | 15267 | 13750 | 11994 | 10833 | 11994 |
Largest Losing Trade | -37220 | -24344 | -37220 | -40067 | -24783 | -40067 |
Avg Bars in Trades | 113 | 121 | 105 | 113 | 121 | 105 |
Avg Bars in Winners | 68 | 60 | 75 | 68 | 60 | 75 |
Avg Bars in Losers | 184 | 207 | 158 | 184 | 207 | 158 |
Bars Traded | 24071 | 12898 | 11173 | 24071 | 12898 | 11173 |
Profit Streak | 25.4793 | 36.0418 | 25.4793 | 25.4793 | 36.0418 | 25.4793 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313951 | -111132 | -63465 | -163965 | -347805 | -124233 |
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{ "first_band": { "type": "tema", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 205, "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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