Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65224.7674 | 43813.7905 | 21410.9769 | 43811.0081 | 50792.9035 | -6981.8953 |
Total P&L (%) | 65.2248 | 43.8138 | 21.411 | 43.811 | 50.7929 | -6.9819 |
Avg Daily Profit (%) | 0.4695 | 0.3154 | 0.1541 | 0.2619 | 0.2961 | -0.0521 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38992 | -35529 | -27624 | -49479 | -33022 | -50833 |
Profit Factor | 1.2287 | 1.3244 | 1.1427 | 1.1261 | 1.3416 | 0.9649 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 58.8235 | 56.9892 | 60.6383 | 58.8235 | 56.9892 | 60.6383 |
Ratio Avg Win / Avg Loss | 0.8601 | 0.9995 | 0.7417 | 0.7883 | 1.0125 | 0.6263 |
Largest Winning Trade | 30247 | 30247 | 10942 | 26158 | 26158 | 13301 |
Largest Losing Trade | -24545 | -16378 | -24545 | -38107 | -14762 | -38107 |
Avg Bars in Trades | 68 | 69 | 67 | 68 | 69 | 67 |
Avg Bars in Winners | 57 | 53 | 61 | 57 | 53 | 61 |
Avg Bars in Losers | 85 | 91 | 78 | 85 | 91 | 78 |
Bars Traded | 12850 | 6461 | 6388 | 12850 | 6461 | 6388 |
Profit Streak | 135.9451 | 0 | 136.0285 | 135.9451 | 0 | 136.0285 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305979 | 147941 | -64130 | -76306 | 227493 | -580913 |
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{ "first_band": { "type": "tema", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 107, "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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