Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1425152.4756 | 1319910.8448 | 105241.6308 | 10573748.4128 | 13454456.4129 | -2880708.0001 |
Total P&L (%) | 1425.1525 | 1319.9108 | 105.2416 | 10573.7484 | 13454.4564 | -2880.708 |
Avg Daily Profit (%) | 0.7865 | 0.7284 | 0.0581 | 0.2581 | 0.2713 | 0 |
Buy And Hold Return (%) | 501.0444 | 501.0444 | 501.0444 | 501.0444 | 501.0444 | 501.0444 |
Max Trade Drawdown | -115567 | -71745 | -74244 | -13073289 | -6962351 | -9085380 |
Profit Factor | 3.2509 | 4.8442 | 1.3632 | 1.2624 | 1.6511 | 0.8532 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 42.4658 | 38.3562 | 46.5753 | 42.4658 | 38.3562 | 46.5753 |
Ratio Avg Win / Avg Loss | 4.4045 | 7.7854 | 1.5636 | 1.7104 | 2.6535 | 0.9787 |
Largest Winning Trade | 814096 | 814096 | 73982 | 11800587 | 11800587 | 3073052 |
Largest Losing Trade | -22836 | -21794 | -22836 | -2189157 | -1910327 | -2189157 |
Avg Bars in Trades | 24 | 27 | 21 | 24 | 27 | 21 |
Avg Bars in Winners | 36 | 42 | 30 | 36 | 42 | 30 |
Avg Bars in Losers | 15 | 17 | 12 | 15 | 17 | 12 |
Bars Traded | 3524 | 1982 | 1542 | 3524 | 1982 | 1542 |
Profit Streak | 0 | 74.8114 | 0 | 0 | 74.8114 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494985 | -58036 | -352575 | 260411 | -63061 | -653790 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 74, "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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