Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337124.5944 | 368288.0642 | -31163.4698 | -27960.5499 | 96427.8463 | -124388.3962 |
Total P&L (%) | 337.1246 | 368.2881 | -31.1635 | -27.9606 | 96.4278 | -124.3884 |
Avg Daily Profit (%) | 0.1817 | 0.1985 | -0.0168 | -0.0177 | 0.0364 | 0 |
Buy And Hold Return (%) | 61.6843 | 61.6843 | 61.6843 | 61.6843 | 61.6843 | 61.6843 |
Max Trade Drawdown | -197101 | -92021 | -145766 | -212976 | -112823 | -141749 |
Profit Factor | 1.4341 | 1.9615 | 0.9208 | 0.9633 | 1.2642 | 0.6867 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 52.9851 | 46.2687 | 59.7015 | 52.9851 | 46.2687 | 59.7015 |
Ratio Avg Win / Avg Loss | 1.2725 | 2.2779 | 0.6216 | 0.8548 | 1.4681 | 0.4635 |
Largest Winning Trade | 245890 | 245890 | 45374 | 164760 | 164760 | 31221 |
Largest Losing Trade | -63882 | -50507 | -63882 | -64642 | -59693 | -64642 |
Avg Bars in Trades | 39 | 31 | 48 | 39 | 31 | 48 |
Avg Bars in Winners | 46 | 35 | 54 | 46 | 35 | 54 |
Avg Bars in Losers | 32 | 27 | 39 | 32 | 27 | 39 |
Bars Traded | 5353 | 2086 | 3267 | 5353 | 2086 | 3267 |
Profit Streak | 7.7315 | 7.7315 | 52.3981 | 7.7315 | 7.7315 | 52.3981 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332050 | -107084 | -694725 | -578898 | -271956 | -694725 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 163, "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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