Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1108220.6021 | 938078.8822 | 170141.7199 | 29773394.3554 | 25586276.3143 | 4187118.0411 |
Total P&L (%) | 1108.2206 | 938.0789 | 170.1417 | 29773.3944 | 25586.2763 | 4187.118 |
Avg Daily Profit (%) | 0.6086 | 0.5151 | 0.0934 | 0.3135 | 0.3052 | 0.2066 |
Buy And Hold Return (%) | 659.1837 | 659.1837 | 659.1837 | 659.1837 | 659.1837 | 659.1837 |
Max Trade Drawdown | -73135 | -47598 | -58319 | -28232537 | -20578259 | -19642673 |
Profit Factor | 2.3454 | 3.4036 | 1.3925 | 1.2137 | 1.3633 | 1.0608 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Losing Trades | 125 | 65 | 60 | 125 | 65 | 60 |
Profitability (%) | 44.4444 | 41.9643 | 46.9027 | 44.4444 | 41.9643 | 46.9027 |
Ratio Avg Win / Avg Loss | 2.9317 | 4.707 | 1.5764 | 1.5171 | 1.8854 | 1.2009 |
Largest Winning Trade | 271003 | 271003 | 70427 | 21650332 | 21650332 | 10589794 |
Largest Losing Trade | -33702 | -20811 | -33702 | -7118568 | -7118568 | -7106692 |
Avg Bars in Trades | 31 | 30 | 33 | 31 | 30 | 33 |
Avg Bars in Winners | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 7184 | 3402 | 3782 | 7184 | 3402 | 3782 |
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 | 215978 | -20290 | -233704 | 312923 | 256930 | -147463 |
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{ "first_band": { "type": "midprice", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 44, "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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