Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1080334.4862 | 1067148.9117 | 13185.5745 | 475741.0284 | 1347308.4022 | -871567.3737 |
Total P&L (%) | 1080.3345 | 1067.1489 | 13.1856 | 475.741 | 1347.3084 | -871.5674 |
Avg Daily Profit (%) | 0.5952 | 0.588 | 0.0073 | 0.0965 | 0.1473 | 0 |
Buy And Hold Return (%) | 588.7118 | 588.7118 | 588.7118 | 588.7118 | 588.7118 | 588.7118 |
Max Trade Drawdown | -121403 | -82674 | -106298 | -1788740 | -1514523 | -1296573 |
Profit Factor | 2.9604 | 5.5092 | 1.0419 | 1.0858 | 1.5002 | 0.694 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 41.2698 | 41.9355 | 40.625 | 41.2698 | 41.9355 | 40.625 |
Ratio Avg Win / Avg Loss | 4.2128 | 7.6281 | 1.5228 | 1.5452 | 2.0772 | 1.0143 |
Largest Winning Trade | 676673 | 676673 | 70452 | 878252 | 878252 | 541744 |
Largest Losing Trade | -89689 | -35034 | -89689 | -1156388 | -814980 | -1156388 |
Avg Bars in Trades | 82 | 93 | 71 | 82 | 93 | 71 |
Avg Bars in Winners | 120 | 131 | 108 | 120 | 131 | 108 |
Avg Bars in Losers | 56 | 66 | 46 | 56 | 66 | 46 |
Bars Traded | 5208 | 2906 | 2302 | 5208 | 2906 | 2302 |
Profit Streak | 0 | 108.4191 | 0 | 0 | 108.4191 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145591 | 315724 | -525862 | -509590 | -1094 | -582789 |
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{ "first_band": { "type": "linreg", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 48, "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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