Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1189277.285 | 1033826.4699 | 155450.8151 | 28398357.9515 | 25531095.2602 | 2867262.6914 |
Total P&L (%) | 1189.2773 | 1033.8265 | 155.4508 | 28398.358 | 25531.0953 | 2867.2627 |
Avg Daily Profit (%) | 0.6568 | 0.5709 | 0.0858 | 0.3126 | 0.3068 | 0.1874 |
Buy And Hold Return (%) | 530.5083 | 530.5083 | 530.5083 | 530.5083 | 530.5083 | 530.5083 |
Max Trade Drawdown | -102356 | -59791 | -62311 | -59374910 | -26525008 | -35477900 |
Profit Factor | 2.3892 | 3.3086 | 1.3807 | 1.1348 | 1.214 | 1.0314 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Losing Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Profitability (%) | 52.0737 | 52.7778 | 51.3761 | 52.0737 | 52.7778 | 51.3761 |
Ratio Avg Win / Avg Loss | 2.1989 | 2.9603 | 1.3068 | 1.0444 | 1.0862 | 0.9761 |
Largest Winning Trade | 447438 | 447438 | 77507 | 16834097 | 16834097 | 15059453 |
Largest Losing Trade | -29571 | -28408 | -29571 | -19952965 | -11300642 | -19952965 |
Avg Bars in Trades | 98 | 88 | 108 | 98 | 88 | 108 |
Avg Bars in Winners | 121 | 99 | 144 | 121 | 99 | 144 |
Avg Bars in Losers | 72 | 75 | 70 | 72 | 75 | 70 |
Bars Traded | 21369 | 9525 | 11844 | 21369 | 9525 | 11844 |
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 | 454336 | 374266 | -243632 | -61851 | 309672 | -180901 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 205, "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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