Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73523.8253 | 46251.1014 | 27272.7238 | 65025.6204 | 63179.216 | 1846.4044 |
Total P&L (%) | 73.5238 | 46.2511 | 27.2727 | 65.0256 | 63.1792 | 1.8464 |
Avg Daily Profit (%) | 0.5293 | 0.333 | 0.1963 | 0.3613 | 0.3531 | 0.0132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35709 | -20384 | -39747 | -54047 | -16594 | -71823 |
Profit Factor | 1.3593 | 1.5733 | 1.22 | 1.2564 | 1.7367 | 1.011 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 65.7143 | 64.2857 | 67.1429 | 65.7143 | 64.2857 | 67.1429 |
Ratio Avg Win / Avg Loss | 0.7092 | 0.8741 | 0.597 | 0.6555 | 0.9648 | 0.4947 |
Largest Winning Trade | 20587 | 20587 | 11875 | 21233 | 21233 | 14770 |
Largest Losing Trade | -30213 | -15581 | -30213 | -49087 | -13526 | -49087 |
Avg Bars in Trades | 93 | 93 | 92 | 93 | 93 | 92 |
Avg Bars in Winners | 62 | 56 | 68 | 62 | 56 | 68 |
Avg Bars in Losers | 151 | 160 | 142 | 151 | 160 | 142 |
Bars Traded | 13048 | 6549 | 6499 | 13048 | 6549 | 6499 |
Profit Streak | 136.4521 | 136.4521 | 142.7125 | 136.4521 | 136.4521 | 142.7125 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408734 | -85548 | -90129 | 322473 | -83736 | -643405 |
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{ "first_band": { "type": "tema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 196, "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) |
---|