Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 987831.1787 | 843572.324 | 144258.8547 | 18289619.2017 | 14032932.2827 | 4256686.919 |
Total P&L (%) | 987.8312 | 843.5723 | 144.2589 | 18289.6192 | 14032.9323 | 4256.6869 |
Avg Daily Profit (%) | 0.542 | 0.4629 | 0.0792 | 0.2865 | 0.272 | 0.2073 |
Buy And Hold Return (%) | 751.8211 | 751.8211 | 751.8211 | 751.8211 | 751.8211 | 751.8211 |
Max Trade Drawdown | -56973 | -55472 | -54283 | -8005546 | -8415943 | -5600752 |
Profit Factor | 3.2201 | 4.8253 | 1.6428 | 1.5239 | 1.8779 | 1.2249 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 52.1739 | 52.1739 | 52.1739 | 52.1739 | 52.1739 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.9518 | 4.4232 | 1.5059 | 1.3969 | 1.7214 | 1.1229 |
Largest Winning Trade | 299673 | 299673 | 61554 | 6381529 | 6095848 | 6381529 |
Largest Losing Trade | -31869 | -26971 | -31869 | -5600752 | -3857660 | -5600752 |
Avg Bars in Trades | 37 | 40 | 35 | 37 | 40 | 35 |
Avg Bars in Winners | 49 | 47 | 51 | 49 | 47 | 51 |
Avg Bars in Losers | 25 | 33 | 18 | 25 | 33 | 18 |
Bars Traded | 3488 | 1862 | 1627 | 3488 | 1862 | 1627 |
Profit Streak | 0 | 111.8327 | 0 | 0 | 111.8327 | 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 | -50471 | -108940 | -249579 | 387240 | 472898 | 258790 |
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{ "first_band": { "type": "tema", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 13, "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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