Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488716.6428 | 418073.4116 | 70643.2312 | 363183.137 | 264667.0344 | 98516.1026 |
Total P&L (%) | 488.7166 | 418.0734 | 70.6432 | 363.1831 | 264.667 | 98.5161 |
Avg Daily Profit (%) | 0.3021 | 0.2584 | 0.0437 | 0.0948 | 0.08 | 0.0424 |
Buy And Hold Return (%) | 23.8775 | 23.8775 | 23.8775 | 23.8775 | 23.8775 | 23.8775 |
Max Trade Drawdown | -102430 | -132436 | -160920 | -670013 | -823975 | -665104 |
Profit Factor | 1.3529 | 1.6127 | 1.1006 | 1.0632 | 1.0876 | 1.0362 |
Total Trades | 431 | 216 | 215 | 431 | 216 | 215 |
Winning Trades | 243 | 130 | 113 | 243 | 130 | 113 |
Losing Trades | 188 | 86 | 102 | 188 | 86 | 102 |
Profitability (%) | 56.3805 | 60.1852 | 52.5581 | 56.3805 | 60.1852 | 52.5581 |
Ratio Avg Win / Avg Loss | 1.0467 | 1.0669 | 0.9934 | 0.8226 | 0.7195 | 0.9353 |
Largest Winning Trade | 57229 | 43587 | 57229 | 255026 | 196189 | 255026 |
Largest Losing Trade | -53435 | -48220 | -53435 | -364228 | -278669 | -364228 |
Avg Bars in Trades | 44 | 38 | 49 | 44 | 38 | 49 |
Avg Bars in Winners | 40 | 34 | 46 | 40 | 34 | 46 |
Avg Bars in Losers | 49 | 44 | 53 | 49 | 44 | 53 |
Bars Traded | 19027 | 8316 | 10711 | 19027 | 8316 | 10711 |
Profit Streak | 477.8519 | 477.8519 | 492.4352 | 477.8519 | 477.8519 | 492.4352 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465879 | 451499 | -247824 | -215057 | -209513 | -319341 |
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{ "first_band": { "type": "midprice", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 240, "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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