Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2741319.9409 | 2551467.5526 | 189852.3884 | 21825013.8803 | 12952870.1607 | 8872143.7196 |
Total P&L (%) | 2741.3199 | 2551.4676 | 189.8524 | 21825.0139 | 12952.8702 | 8872.1437 |
Avg Daily Profit (%) | 1.182 | 1.1002 | 0.0819 | 0.2327 | 0.2103 | 0.1941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144273 | -93203 | -103545 | -18255441 | -13087675 | -9404145 |
Profit Factor | 4.9903 | 8.03 | 1.5859 | 1.2799 | 1.2975 | 1.2577 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 42.3077 | 32.6923 | 51.9231 | 42.3077 | 32.6923 | 51.9231 |
Ratio Avg Win / Avg Loss | 6.8049 | 16.5324 | 1.4684 | 1.7453 | 2.6713 | 1.1645 |
Largest Winning Trade | 2007252 | 2007252 | 82114 | 20469561 | 20469561 | 10095401 |
Largest Losing Trade | -41204 | -37055 | -41204 | -7279263 | -7279263 | -5916271 |
Avg Bars in Trades | 126 | 105 | 146 | 126 | 105 | 146 |
Avg Bars in Winners | 222 | 207 | 232 | 222 | 207 | 232 |
Avg Bars in Losers | 54 | 56 | 52 | 54 | 56 | 52 |
Bars Traded | 13106 | 5505 | 7601 | 13106 | 5505 | 7601 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 668543 | -165109 | -261632 | 240281 | -177758 | -171993 |
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{ "first_band": { "type": "midprice", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 65, "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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