Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439762.3653 | 430701.7515 | 9060.6138 | 138574.9874 | 115596.9143 | 22978.073 |
Total P&L (%) | 439.7624 | 430.7018 | 9.0606 | 138.575 | 115.5969 | 22.9781 |
Avg Daily Profit (%) | 0.1869 | 0.1831 | 0.0039 | 0.037 | 0.0327 | 0.0088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130177 | -84169 | -173387 | -340400 | -289923 | -195831 |
Profit Factor | 1.7843 | 2.7529 | 1.0288 | 1.1339 | 1.2011 | 1.0499 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 46.2687 | 47.0588 | 45.4545 | 46.2687 | 47.0588 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.0721 | 3.097 | 1.2345 | 1.3168 | 1.3513 | 1.2599 |
Largest Winning Trade | 222007 | 222007 | 55470 | 126559 | 126559 | 106276 |
Largest Losing Trade | -62176 | -43192 | -62176 | -98211 | -98211 | -79049 |
Avg Bars in Trades | 99 | 107 | 90 | 99 | 107 | 90 |
Avg Bars in Winners | 135 | 135 | 134 | 135 | 135 | 134 |
Avg Bars in Losers | 68 | 81 | 54 | 68 | 81 | 54 |
Bars Traded | 6645 | 3648 | 2997 | 6645 | 3648 | 2997 |
Profit Streak | 20.5675 | 49.2342 | 0 | 20.5675 | 49.2342 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111281 | 436753 | -544129 | -338918 | -150372 | -353371 |
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{ "first_band": { "type": "tema", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 24, "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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