Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489942.1632 | 425976.1908 | 63965.9725 | 546335.4791 | 393978.1783 | 152357.3008 |
Total P&L (%) | 489.9422 | 425.9762 | 63.966 | 546.3355 | 393.9782 | 152.3573 |
Avg Daily Profit (%) | 0.2088 | 0.1815 | 0.0273 | 0.0796 | 0.0681 | 0.0395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138688 | -59086 | -116925 | -949989 | -463293 | -521556 |
Profit Factor | 1.6515 | 2.2513 | 1.1554 | 1.1362 | 1.1919 | 1.0778 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 44.5205 | 42.4658 | 46.5753 | 44.5205 | 42.4658 | 46.5753 |
Ratio Avg Win / Avg Loss | 2.058 | 3.0501 | 1.3253 | 1.4159 | 1.6149 | 1.2363 |
Largest Winning Trade | 176208 | 176208 | 69195 | 377931 | 371540 | 377931 |
Largest Losing Trade | -38146 | -17448 | -38146 | -257909 | -153188 | -257909 |
Avg Bars in Trades | 63 | 57 | 68 | 63 | 57 | 68 |
Avg Bars in Winners | 92 | 85 | 99 | 92 | 85 | 99 |
Avg Bars in Losers | 39 | 37 | 42 | 39 | 37 | 42 |
Bars Traded | 9253 | 4228 | 5025 | 9253 | 4228 | 5025 |
Profit Streak | 0 | 0 | 17.3814 | 0 | 0 | 17.3814 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326856 | -63139 | -278661 | -158726 | -185206 | -347331 |
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{ "first_band": { "type": "midprice", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 69, "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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