Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214367.5465 | 213243.0307 | 1124.5158 | 1915.7844 | 22292.4192 | -20376.6348 |
Total P&L (%) | 214.3675 | 213.243 | 1.1245 | 1.9158 | 22.2924 | -20.3766 |
Avg Daily Profit (%) | 0.1518 | 0.151 | 0.0008 | 0.0013 | 0.0142 | -0.0161 |
Buy And Hold Return (%) | 19.2637 | 19.2637 | 19.2637 | 19.2637 | 19.2637 | 19.2637 |
Max Trade Drawdown | -155119 | -65911 | -141355 | -104478 | -68663 | -91576 |
Profit Factor | 1.3592 | 1.8649 | 1.0032 | 1.0044 | 1.1084 | 0.9109 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 56.3107 | 58.8235 | 53.8462 | 56.3107 | 58.8235 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.0545 | 1.3055 | 0.8599 | 0.7793 | 0.7759 | 0.7808 |
Largest Winning Trade | 65405 | 65405 | 60318 | 39731 | 39731 | 36686 |
Largest Losing Trade | -66737 | -30205 | -66737 | -39127 | -37986 | -39127 |
Avg Bars in Trades | 25 | 20 | 30 | 25 | 20 | 30 |
Avg Bars in Winners | 29 | 19 | 40 | 29 | 19 | 40 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 2641 | 1062 | 1579 | 2641 | 1062 | 1579 |
Profit Streak | 498.7513 | 0 | 591.7513 | 498.7513 | 0 | 591.7513 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345903 | -169003 | -754392 | -572181 | -572209 | -758984 |
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{ "first_band": { "type": "tema", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "hilo", "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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