Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 795951.5593 | 746721.8582 | 49229.7011 | 417654.2006 | 759325.1811 | -341670.9804 |
Total P&L (%) | 795.9516 | 746.7219 | 49.2297 | 417.6542 | 759.3252 | -341.671 |
Avg Daily Profit (%) | 0.426 | 0.3997 | 0.0264 | 0.088 | 0.1152 | 0 |
Buy And Hold Return (%) | 43.9955 | 43.9955 | 43.9955 | 43.9955 | 43.9955 | 43.9955 |
Max Trade Drawdown | -201359 | -84309 | -166787 | -542963 | -106953 | -362690 |
Profit Factor | 2.0018 | 2.9694 | 1.1185 | 1.386 | 3.1447 | 0.5307 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 48.1203 | 44.7761 | 51.5152 | 48.1203 | 44.7761 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.1582 | 3.6622 | 1.0527 | 1.4942 | 3.8785 | 0.4995 |
Largest Winning Trade | 457657 | 457657 | 48733 | 457657 | 457657 | 68567 |
Largest Losing Trade | -68075 | -41973 | -68075 | -157758 | -71521 | -157758 |
Avg Bars in Trades | 39 | 45 | 32 | 39 | 45 | 32 |
Avg Bars in Winners | 47 | 53 | 41 | 47 | 53 | 41 |
Avg Bars in Losers | 31 | 39 | 22 | 31 | 39 | 22 |
Bars Traded | 5219 | 3075 | 2144 | 5219 | 3075 | 2144 |
Profit Streak | 0 | 0 | 63.3509 | 0 | 0 | 63.3509 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482204 | -103574 | -500019 | -75190 | -151776 | -704202 |
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{ "first_band": { "type": "tema", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 44, "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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