Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684623.2931 | 559526.3329 | 125096.9602 | 1431845.0584 | 866850.949 | 564994.1094 |
Total P&L (%) | 684.6233 | 559.5263 | 125.097 | 1431.8451 | 866.8509 | 564.9941 |
Avg Daily Profit (%) | 0.3656 | 0.2988 | 0.0668 | 0.1459 | 0.1212 | 0.1012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120850 | -101110 | -58404 | -633085 | -660011 | -387381 |
Profit Factor | 2.4645 | 3.1588 | 1.6005 | 1.5574 | 1.5733 | 1.5346 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 48.6842 | 44.7368 | 52.6316 | 48.6842 | 44.7368 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.5977 | 3.9021 | 1.4405 | 1.6416 | 1.9435 | 1.3812 |
Largest Winning Trade | 304119 | 304119 | 54371 | 632144 | 632144 | 313636 |
Largest Losing Trade | -67689 | -67689 | -51192 | -507443 | -507443 | -340445 |
Avg Bars in Trades | 45 | 61 | 30 | 45 | 61 | 30 |
Avg Bars in Winners | 60 | 73 | 49 | 60 | 73 | 49 |
Avg Bars in Losers | 31 | 50 | 9 | 31 | 50 | 9 |
Bars Traded | 3494 | 2326 | 1168 | 3494 | 2326 | 1168 |
Profit Streak | 7.2496 | 0 | 67.2496 | 7.2496 | 0 | 67.2496 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39457 | 463864 | -100076 | -48762 | -29901 | -54159 |
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{ "first_band": { "type": "tema", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 80, "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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