Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141141.985 | 68448.4225 | 72693.5625 | 209718.3027 | 126473.8427 | 83244.46 |
Total P&L (%) | 141.142 | 68.4484 | 72.6936 | 209.7183 | 126.4738 | 83.2445 |
Avg Daily Profit (%) | 0.542 | 0.2628 | 0.2791 | 0.435 | 0.3144 | 0.2328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53894 | -55562 | -24003 | -54745 | -55575 | -32142 |
Profit Factor | 1.539 | 1.4902 | 1.5948 | 1.5878 | 1.6833 | 1.4848 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Losing Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Profitability (%) | 43.5897 | 46.1538 | 41.0256 | 43.5897 | 46.1538 | 41.0256 |
Ratio Avg Win / Avg Loss | 1.9917 | 1.7386 | 2.2925 | 2.0548 | 1.9639 | 2.1344 |
Largest Winning Trade | 30285 | 30285 | 19187 | 42835 | 42835 | 24387 |
Largest Losing Trade | -11243 | -9436 | -11243 | -18892 | -10117 | -18892 |
Avg Bars in Trades | 158 | 166 | 150 | 158 | 166 | 150 |
Avg Bars in Winners | 240 | 240 | 240 | 240 | 240 | 240 |
Avg Bars in Losers | 94 | 102 | 87 | 94 | 102 | 87 |
Bars Traded | 24687 | 12950 | 11737 | 24687 | 12950 | 11737 |
Profit Streak | 0 | 0 | 11.6748 | 0 | 0 | 11.6748 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364633 | -26937 | -26961 | 342459 | -25561 | -28028 |
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{ "first_band": { "type": "t3", "factors": { "length": 115, "offset": 0, "a": 0.75846 } }, "second_band": { "type": "tema", "factors": { "length": 167, "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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