Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648771.9119 | 552296.7457 | 96475.1662 | 731849.09 | 148841.8912 | 583007.1988 |
Total P&L (%) | 648.7719 | 552.2967 | 96.4752 | 731.8491 | 148.8419 | 583.0072 |
Avg Daily Profit (%) | 0.3465 | 0.295 | 0.0515 | 0.1132 | 0.0487 | 0.1027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89850 | -46778 | -65655 | -1305161 | -820965 | -550089 |
Profit Factor | 2.5735 | 3.5946 | 1.4837 | 1.1982 | 1.076 | 1.3362 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 37.5 | 34.375 | 40.625 | 37.5 | 34.375 | 40.625 |
Ratio Avg Win / Avg Loss | 4.2892 | 6.8623 | 2.1685 | 1.997 | 2.0541 | 1.9529 |
Largest Winning Trade | 483445 | 483445 | 61788 | 572502 | 572502 | 526157 |
Largest Losing Trade | -31927 | -31927 | -26893 | -261063 | -247881 | -261063 |
Avg Bars in Trades | 345 | 277 | 413 | 345 | 277 | 413 |
Avg Bars in Winners | 701 | 569 | 813 | 701 | 569 | 813 |
Avg Bars in Losers | 132 | 124 | 140 | 132 | 124 | 140 |
Bars Traded | 22127 | 8880 | 13247 | 22127 | 8880 | 13247 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134441 | 342190 | -125458 | -191489 | -269807 | -57746 |
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{ "first_band": { "type": "rma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 188, "offset": 0 } } }
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# | 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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