Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2359879.0072 | 2162327.5112 | 197551.496 | 31494572.8579 | 10685406.3727 | 20809166.4852 |
Total P&L (%) | 2359.879 | 2162.3275 | 197.5515 | 31494.5729 | 10685.4064 | 20809.1665 |
Avg Daily Profit (%) | 1.2693 | 1.163 | 0.1063 | 0.31 | 0.2521 | 0.2878 |
Buy And Hold Return (%) | 199.4666 | 199.4666 | 199.4666 | 199.4666 | 199.4666 | 199.4666 |
Max Trade Drawdown | -128779 | -82857 | -80472 | -63413673 | -50318973 | -18594452 |
Profit Factor | 6.1519 | 11.5479 | 1.7807 | 1.222 | 1.1345 | 1.3333 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 50 | 47.7612 | 52.2388 | 50 | 47.7612 | 52.2388 |
Ratio Avg Win / Avg Loss | 6.1519 | 12.6305 | 1.628 | 1.222 | 1.2409 | 1.219 |
Largest Winning Trade | 1879024 | 1879024 | 72701 | 24582015 | 24582015 | 14735455 |
Largest Losing Trade | -45413 | -35393 | -45413 | -20704983 | -20704983 | -9006574 |
Avg Bars in Trades | 53 | 50 | 56 | 53 | 50 | 56 |
Avg Bars in Winners | 84 | 81 | 86 | 84 | 81 | 86 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 7157 | 3405 | 3752 | 7157 | 3405 | 3752 |
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 | 808436 | -95819 | -329926 | 321859 | -181884 | -107314 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 111 } }, "second_band": { "type": "tema", "factors": { "length": 234, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 111 } }, "second_band": { "type": "tema", "factors": { "length": 234, "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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