Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224072.5464 | 30298.4539 | 193774.0926 | -14092.1128 | 13603.3431 | -27695.4559 |
Total P&L (%) | 224.0725 | 30.2985 | 193.7741 | -14.0921 | 13.6033 | -27.6955 |
Avg Daily Profit (%) | 0.1517 | 0.0205 | 0.1312 | -0.0103 | 0.0086 | -0.022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -308919 | -153101 | -191490 | -805451 | -324470 | -617743 |
Profit Factor | 1.2259 | 1.063 | 1.3795 | 0.9937 | 1.0143 | 0.9782 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 141 | 67 | 74 | 141 | 67 | 74 |
Losing Trades | 109 | 58 | 51 | 109 | 58 | 51 |
Profitability (%) | 56.4 | 53.6 | 59.2 | 56.4 | 53.6 | 59.2 |
Ratio Avg Win / Avg Loss | 0.9477 | 0.9202 | 0.9508 | 0.7681 | 0.878 | 0.6741 |
Largest Winning Trade | 34979 | 32576 | 34979 | 185867 | 185867 | 143128 |
Largest Losing Trade | -78328 | -30553 | -78328 | -357825 | -140912 | -357825 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 8 | 7 | 9 | 8 | 7 | 9 |
Avg Bars in Losers | 15 | 13 | 17 | 15 | 13 | 17 |
Bars Traded | 2870 | 1288 | 1582 | 2870 | 1288 | 1582 |
Profit Streak | 11.9243 | 25.9243 | 11.9243 | 11.9243 | 25.9243 | 11.9243 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312305 | -319941 | -17105 | -577275 | -439899 | -578905 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.27448, "nb": 0.37582, "nc": 0.31777 } }, "second_band": { "type": "tema", "factors": { "length": 72, "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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