Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347913.1788 | 447058.6742 | -99145.4954 | 730995.478 | -931341.3758 | 1662336.8539 |
Total P&L (%) | 347.9132 | 447.0587 | -99.1455 | 730.9955 | -931.3414 | 1662.3369 |
Avg Daily Profit (%) | 0.1829 | 0.235 | -0.0521 | 0.1114 | 0 | 0.1509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -330566 | -132289 | -300637 | -950506 | -1066916 | -669671 |
Profit Factor | 1.4492 | 2.7261 | 0.8077 | 1.2224 | 0.5316 | 2.2805 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 40 | 19 | 21 | 32 | 12 | 20 |
Losing Trades | 29 | 15 | 14 | 37 | 22 | 15 |
Profitability (%) | 57.971 | 55.8824 | 60 | 46.3768 | 35.2941 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.0507 | 2.1522 | 0.5385 | 1.4134 | 0.9746 | 1.7104 |
Largest Winning Trade | 397349 | 397349 | 46910 | 1185433 | 338182 | 1185433 |
Largest Losing Trade | -260138 | -57599 | -260138 | -669671 | -473255 | -669671 |
Avg Bars in Trades | 50 | 47 | 52 | 50 | 47 | 52 |
Avg Bars in Winners | 43 | 35 | 50 | 53 | 40 | 60 |
Avg Bars in Losers | 59 | 62 | 55 | 47 | 51 | 41 |
Bars Traded | 3456 | 1615 | 1841 | 3456 | 1615 | 1841 |
Profit Streak | 490.4145 | 0 | 950.9145 | 490.4145 | 0 | 950.9145 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95911 | 499209 | -578103 | -151402 | -586514 | 513487 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 229, "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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