Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 978075.7743 | 839447.2725 | 138628.5017 | 16309144.1713 | 15157317.3998 | 1151826.7716 |
Total P&L (%) | 978.0758 | 839.4473 | 138.6285 | 16309.1442 | 15157.3174 | 1151.8268 |
Avg Daily Profit (%) | 0.3912 | 0.3357 | 0.0554 | 0.2042 | 0.2013 | 0.1011 |
Buy And Hold Return (%) | 752.0255 | 752.0255 | 752.0255 | 752.0255 | 752.0255 | 752.0255 |
Max Trade Drawdown | -97049 | -47043 | -52031 | -4684703 | -3610857 | -2430040 |
Profit Factor | 2.9183 | 4.1165 | 1.5764 | 1.9684 | 2.5223 | 1.1673 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 49.0385 | 46.1538 | 51.9231 | 49.0385 | 46.1538 | 51.9231 |
Ratio Avg Win / Avg Loss | 3.0328 | 4.8026 | 1.4596 | 2.0456 | 2.9427 | 1.0808 |
Largest Winning Trade | 407663 | 407663 | 48980 | 10573414 | 10573414 | 1422771 |
Largest Losing Trade | -31623 | -31623 | -29009 | -2260218 | -2260218 | -1376158 |
Avg Bars in Trades | 70 | 71 | 69 | 70 | 71 | 69 |
Avg Bars in Winners | 95 | 97 | 94 | 95 | 97 | 94 |
Avg Bars in Losers | 46 | 49 | 43 | 46 | 49 | 43 |
Bars Traded | 7348 | 3716 | 3631 | 7348 | 3716 | 3631 |
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 | -57114 | -294817 | -462691 | 421763 | -168694 | -283855 |
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{ "first_band": { "type": "linreg", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 83, "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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