Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 710512.1644 | 641646.6111 | 68865.5533 | 385217.6718 | 658218.9511 | -273001.2794 |
Total P&L (%) | 710.5122 | 641.6466 | 68.8656 | 385.2177 | 658.219 | -273.0013 |
Avg Daily Profit (%) | 0.3918 | 0.3538 | 0.038 | 0.0871 | 0.1118 | 0 |
Buy And Hold Return (%) | 102.4756 | 102.4756 | 102.4756 | 102.4756 | 102.4756 | 102.4756 |
Max Trade Drawdown | -95530 | -86085 | -74919 | -314796 | -130249 | -436404 |
Profit Factor | 2.5603 | 4.2849 | 1.2648 | 1.3409 | 2.8332 | 0.6459 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 48.4848 | 42.4242 | 54.5455 | 48.4848 | 42.4242 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.7203 | 5.8152 | 1.054 | 1.4247 | 3.8451 | 0.5382 |
Largest Winning Trade | 400676 | 400676 | 68306 | 351025 | 351025 | 137026 |
Largest Losing Trade | -59509 | -47933 | -59509 | -281261 | -94244 | -281261 |
Avg Bars in Trades | 49 | 48 | 51 | 49 | 48 | 51 |
Avg Bars in Winners | 58 | 60 | 56 | 58 | 60 | 56 |
Avg Bars in Losers | 41 | 40 | 44 | 41 | 40 | 44 |
Bars Traded | 3295 | 1608 | 1687 | 3295 | 1608 | 1687 |
Profit Streak | 27.6145 | 80.1145 | 0 | 27.6145 | 80.1145 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114034 | 522994 | -307518 | -207282 | -39943 | -580213 |
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{ "first_band": { "type": "tema", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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