Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 927424.323 | 815565.619 | 111858.704 | 3584470.1547 | 2586533.6419 | 997936.5128 |
Total P&L (%) | 927.4243 | 815.5656 | 111.8587 | 3584.4702 | 2586.5336 | 997.9365 |
Avg Daily Profit (%) | 0.5058 | 0.4448 | 0.061 | 0.1969 | 0.1796 | 0.1308 |
Buy And Hold Return (%) | 148.2704 | 148.2704 | 148.2704 | 148.2704 | 148.2704 | 148.2704 |
Max Trade Drawdown | -73190 | -72212 | -70976 | -781334 | -516525 | -532113 |
Profit Factor | 3.075 | 4.7581 | 1.4865 | 2.3365 | 2.9148 | 1.7496 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 41.844 | 43.662 | 40 | 41.844 | 43.662 | 40 |
Ratio Avg Win / Avg Loss | 4.2737 | 6.1395 | 2.2297 | 3.2473 | 3.761 | 2.6245 |
Largest Winning Trade | 638125 | 638125 | 52155 | 1258161 | 1258161 | 1030895 |
Largest Losing Trade | -25623 | -19548 | -25623 | -516525 | -516525 | -266091 |
Avg Bars in Trades | 75 | 74 | 76 | 75 | 74 | 76 |
Avg Bars in Winners | 140 | 133 | 147 | 140 | 133 | 147 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 10692 | 5316 | 5376 | 10692 | 5316 | 5376 |
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 | 476308 | -72675 | -373259 | 347838 | -75993 | -113261 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 191 } }, "second_band": { "type": "tema", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 191 } }, "second_band": { "type": "tema", "factors": { "length": 45, "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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