Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2976845.6421 | 2796191.4973 | 180654.1448 | 6227858.2786 | 1638398.0369 | 4589460.2417 |
Total P&L (%) | 2976.8456 | 2796.1915 | 180.6541 | 6227.8583 | 1638.398 | 4589.4602 |
Avg Daily Profit (%) | 1.2866 | 1.2085 | 0.0781 | 0.1794 | 0.1235 | 0.1664 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96024 | -72943 | -141066 | -12827999 | -10350324 | -5031122 |
Profit Factor | 4.8445 | 7.3582 | 1.54 | 1.1325 | 1.0598 | 1.234 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 37.3737 | 32 | 42.8571 | 37.3737 | 32 | 42.8571 |
Ratio Avg Win / Avg Loss | 8.1178 | 15.6361 | 2.0533 | 1.8977 | 2.2521 | 1.6454 |
Largest Winning Trade | 2460819 | 2460819 | 69637 | 6357702 | 6357702 | 5058873 |
Largest Losing Trade | -39525 | -32072 | -39525 | -3222272 | -3222272 | -2142950 |
Avg Bars in Trades | 90 | 88 | 92 | 90 | 88 | 92 |
Avg Bars in Winners | 178 | 189 | 171 | 178 | 189 | 171 |
Avg Bars in Losers | 37 | 40 | 33 | 37 | 40 | 33 |
Bars Traded | 8948 | 4405 | 4543 | 8948 | 4405 | 4543 |
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 | 598416 | -165006 | -88720 | -70469 | -368423 | 211004 |
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{ "first_band": { "type": "t3", "factors": { "length": 109, "offset": 0, "a": 0.68476 } }, "second_band": { "type": "tema", "factors": { "length": 43, "offset": 0 } } }
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# | 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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