Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139269.7197 | 214636.9586 | -75367.2389 | -114746.6753 | -92312.1274 | -22434.5479 |
Total P&L (%) | 139.2697 | 214.637 | -75.3672 | -114.7467 | -92.3121 | -22.4345 |
Avg Daily Profit (%) | 0.0986 | 0.152 | -0.0534 | 0 | -0.1816 | -0.018 |
Buy And Hold Return (%) | 56.2787 | 56.2787 | 56.2787 | 56.2787 | 56.2787 | 56.2787 |
Max Trade Drawdown | -203202 | -91028 | -212719 | -792159 | -514764 | -521384 |
Profit Factor | 1.1407 | 1.5265 | 0.8706 | 0.9539 | 0.9241 | 0.9824 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 198 | 101 | 97 | 191 | 97 | 94 |
Losing Trades | 66 | 31 | 35 | 73 | 35 | 38 |
Profitability (%) | 75 | 76.5152 | 73.4848 | 72.3485 | 73.4848 | 71.2121 |
Ratio Avg Win / Avg Loss | 0.3802 | 0.4685 | 0.3141 | 0.3646 | 0.3335 | 0.3971 |
Largest Winning Trade | 32746 | 24157 | 32746 | 122864 | 63398 | 122864 |
Largest Losing Trade | -110738 | -54886 | -110738 | -344896 | -259859 | -344896 |
Avg Bars in Trades | 30 | 28 | 33 | 30 | 28 | 33 |
Avg Bars in Winners | 15 | 12 | 17 | 16 | 13 | 19 |
Avg Bars in Losers | 77 | 79 | 75 | 67 | 67 | 67 |
Bars Traded | 8097 | 3707 | 4390 | 8097 | 3707 | 4390 |
Profit Streak | 0 | 0 | 487.8081 | 477.1414 | 485.1414 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127831 | 302884 | -576601 | -575915 | -576699 | -578232 |
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{ "first_band": { "type": "fwma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 221, "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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