Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104671.0939 | 242629.2033 | -137958.1094 | -106328.3188 | 167464.275 | -273792.5938 |
Total P&L (%) | 104.6711 | 242.6292 | -137.9581 | -106.3283 | 167.4643 | -273.7926 |
Avg Daily Profit (%) | 0.0741 | 0.1719 | -0.0977 | 0 | 0.0697 | 0 |
Buy And Hold Return (%) | 73.015 | 73.015 | 73.015 | 73.015 | 73.015 | 73.015 |
Max Trade Drawdown | -169039 | -80764 | -213568 | -337642 | -54137 | -315395 |
Profit Factor | 1.1336 | 1.9815 | 0.7429 | 0.8373 | 2.2154 | 0.4691 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 49 | 24 | 25 | 46 | 24 | 22 |
Losing Trades | 30 | 16 | 14 | 33 | 16 | 17 |
Profitability (%) | 62.0253 | 60 | 64.1026 | 58.2278 | 60 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.694 | 1.321 | 0.416 | 0.6007 | 1.4769 | 0.3625 |
Largest Winning Trade | 62023 | 62023 | 44640 | 88394 | 88394 | 49674 |
Largest Losing Trade | -142054 | -42254 | -142054 | -285100 | -54137 | -285100 |
Avg Bars in Trades | 102 | 93 | 112 | 102 | 93 | 112 |
Avg Bars in Winners | 75 | 65 | 85 | 79 | 72 | 88 |
Avg Bars in Losers | 147 | 136 | 160 | 135 | 125 | 144 |
Bars Traded | 8136 | 3745 | 4391 | 8136 | 3745 | 4391 |
Profit Streak | 0 | 0 | 575.452 | 500.452 | 510.952 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -229571 | 307239 | -577595 | -610126 | -99780 | -579926 |
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{ "first_band": { "type": "tema", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 213, "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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