Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1187004.6018 | 1116253.6344 | 70750.9673 | 3749950.141 | 2595694.2444 | 1154255.8966 |
Total P&L (%) | 1187.0046 | 1116.2536 | 70.751 | 3749.9501 | 2595.6942 | 1154.2559 |
Avg Daily Profit (%) | 0.6544 | 0.6154 | 0.039 | 0.2015 | 0.1818 | 0.1395 |
Buy And Hold Return (%) | 592.9923 | 592.9923 | 592.9923 | 592.9923 | 592.9923 | 592.9923 |
Max Trade Drawdown | -119461 | -75321 | -60829 | -2505706 | -974074 | -1539395 |
Profit Factor | 4.3536 | 7.435 | 1.392 | 1.6667 | 2.1168 | 1.3497 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 44.1176 | 47.0588 | 41.1765 | 44.1176 | 47.0588 | 41.1765 |
Ratio Avg Win / Avg Loss | 5.5146 | 8.3644 | 1.9886 | 2.1111 | 2.3813 | 1.9281 |
Largest Winning Trade | 555158 | 555158 | 66272 | 2050550 | 2050550 | 1989805 |
Largest Losing Trade | -58017 | -58017 | -29115 | -1539395 | -777185 | -1539395 |
Avg Bars in Trades | 74 | 66 | 83 | 74 | 66 | 83 |
Avg Bars in Winners | 116 | 89 | 147 | 116 | 89 | 147 |
Avg Bars in Losers | 42 | 46 | 38 | 42 | 46 | 38 |
Bars Traded | 5088 | 2254 | 2834 | 5088 | 2254 | 2834 |
Profit Streak | 48.0055 | 84.0055 | 48.0055 | 48.0055 | 84.0055 | 48.0055 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102711 | 426250 | -307710 | -104319 | 339034 | -14997 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 169 } }, "second_band": { "type": "tema", "factors": { "length": 130, "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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