Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421490.7742 | 306749.4335 | 114741.3408 | 128576.0718 | 106046.667 | 22529.4048 |
Total P&L (%) | 421.4908 | 306.7494 | 114.7413 | 128.5761 | 106.0467 | 22.5294 |
Avg Daily Profit (%) | 0.2216 | 0.1612 | 0.0603 | 0.0435 | 0.038 | 0.0107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87083 | -104897 | -182181 | -581772 | -411829 | -532867 |
Profit Factor | 1.6062 | 1.8803 | 1.3308 | 1.0711 | 1.1242 | 1.0236 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 57.4713 | 52.2727 | 62.7907 | 57.4713 | 52.2727 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.1886 | 1.7168 | 0.7886 | 0.7926 | 1.0264 | 0.6066 |
Largest Winning Trade | 106876 | 106876 | 63336 | 278573 | 278573 | 198376 |
Largest Losing Trade | -67778 | -44036 | -67778 | -532867 | -162505 | -532867 |
Avg Bars in Trades | 63 | 40 | 86 | 63 | 40 | 86 |
Avg Bars in Winners | 67 | 42 | 88 | 67 | 42 | 88 |
Avg Bars in Losers | 57 | 37 | 83 | 57 | 37 | 83 |
Bars Traded | 5506 | 1765 | 3740 | 5506 | 1765 | 3740 |
Profit Streak | 0 | 0 | 566.9162 | 0 | 0 | 566.9162 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393671 | 403640 | -111111 | -277637 | -225680 | -377334 |
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{ "first_band": { "type": "midprice", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 159, "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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