Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439623.9443 | 369013.4888 | 70610.4555 | 78185.9481 | 1442474.1964 | -1364288.2483 |
Total P&L (%) | 439.6239 | 369.0135 | 70.6105 | 78.1859 | 1442.4742 | -1364.2882 |
Avg Daily Profit (%) | 0.2019 | 0.1695 | 0.0324 | 0.0265 | 0.1258 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150047 | -136410 | -88794 | -3221509 | -1429863 | -2270002 |
Profit Factor | 1.6905 | 2.1553 | 1.2226 | 1.0125 | 1.5768 | 0.6378 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 44.5545 | 34 | 54.902 | 44.5545 | 34 | 54.902 |
Ratio Avg Win / Avg Loss | 2.1037 | 4.1839 | 1.0042 | 1.26 | 3.0608 | 0.5239 |
Largest Winning Trade | 216878 | 216878 | 61876 | 2084651 | 2084651 | 500673 |
Largest Losing Trade | -55107 | -43365 | -55107 | -1870621 | -595971 | -1870621 |
Avg Bars in Trades | 40 | 48 | 32 | 40 | 48 | 32 |
Avg Bars in Winners | 50 | 66 | 40 | 50 | 66 | 40 |
Avg Bars in Losers | 32 | 39 | 23 | 32 | 39 | 23 |
Bars Traded | 4108 | 2447 | 1661 | 4108 | 2447 | 1661 |
Profit Streak | 5.5976 | 0 | 90.5976 | 5.5976 | 0 | 90.5976 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349069 | -174817 | -327965 | -365372 | -208107 | -758794 |
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{ "first_band": { "type": "tema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 31, "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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