Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323151.808 | 204472.8296 | 118678.9784 | 312720.5316 | 201744.8859 | 110975.6458 |
Total P&L (%) | 323.1518 | 204.4728 | 118.679 | 312.7205 | 201.7449 | 110.9756 |
Avg Daily Profit (%) | 0.3154 | 0.1996 | 0.1159 | 0.1385 | 0.1079 | 0.0729 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89282 | -82733 | -89334 | -159618 | -124858 | -108506 |
Profit Factor | 1.4161 | 1.4704 | 1.347 | 1.3358 | 1.369 | 1.2885 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 124 | 59 | 65 | 124 | 59 | 65 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 53.913 | 51.3043 | 56.5217 | 53.913 | 51.3043 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.2105 | 1.3957 | 1.0361 | 1.1419 | 1.2994 | 0.9912 |
Largest Winning Trade | 95936 | 95936 | 21889 | 166792 | 166792 | 32483 |
Largest Losing Trade | -46498 | -46498 | -27983 | -87653 | -87653 | -74203 |
Avg Bars in Trades | 52 | 66 | 37 | 52 | 66 | 37 |
Avg Bars in Winners | 58 | 71 | 46 | 58 | 71 | 46 |
Avg Bars in Losers | 44 | 61 | 26 | 44 | 61 | 26 |
Bars Traded | 11983 | 7659 | 4323 | 11983 | 7659 | 4323 |
Profit Streak | 9.641 | 0 | 53.9743 | 9.641 | 0 | 53.9743 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423967 | 311892 | -35838 | -5491 | -48557 | -95124 |
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{ "first_band": { "type": "tema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 84, "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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