Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1380892.4997 | 1377392.1554 | 3500.3442 | 920723.8811 | 3610820.2883 | -2690096.4073 |
Total P&L (%) | 1380.8925 | 1377.3922 | 3.5003 | 920.7239 | 3610.8203 | -2690.0964 |
Avg Daily Profit (%) | 0.7582 | 0.7563 | 0.0019 | 0.1276 | 0.1986 | 0 |
Buy And Hold Return (%) | 625.1273 | 625.1273 | 625.1273 | 625.1273 | 625.1273 | 625.1273 |
Max Trade Drawdown | -114238 | -110731 | -70203 | -4478914 | -3040942 | -2996106 |
Profit Factor | 2.2403 | 3.5388 | 1.0061 | 1.0444 | 1.3555 | 0.7458 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 129 | 57 | 72 | 129 | 57 | 72 |
Losing Trades | 168 | 91 | 77 | 168 | 91 | 77 |
Profitability (%) | 43.4343 | 38.5135 | 48.3221 | 43.4343 | 38.5135 | 48.3221 |
Ratio Avg Win / Avg Loss | 2.9177 | 5.6497 | 1.076 | 1.3601 | 2.1641 | 0.7976 |
Largest Winning Trade | 987129 | 987129 | 74211 | 2383577 | 2383577 | 959525 |
Largest Losing Trade | -38985 | -29985 | -38985 | -1148740 | -840299 | -1148740 |
Avg Bars in Trades | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 5354 | 2505 | 2849 | 5354 | 2505 | 2849 |
Profit Streak | 12.0041 | 0 | 13.6707 | 12.0041 | 0 | 13.6707 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413209 | 346714 | -569736 | -212675 | 158137 | -580712 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 26 } }, "second_band": { "type": "tema", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 26 } }, "second_band": { "type": "tema", "factors": { "length": 68, "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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