Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46030.817 | 194107.9096 | -148077.0926 | -100278.1261 | 715016.3459 | -815294.472 |
Total P&L (%) | 46.0308 | 194.1079 | -148.0771 | -100.2781 | 715.0163 | -815.2945 |
Avg Daily Profit (%) | 0.0326 | 0.1375 | -0.1049 | 0 | 0.1487 | 0 |
Buy And Hold Return (%) | 78.2533 | 78.2533 | 78.2533 | 78.2533 | 78.2533 | 78.2533 |
Max Trade Drawdown | -283788 | -124598 | -251894 | -1352238 | -144142 | -1217554 |
Profit Factor | 1.067 | 1.7825 | 0.6624 | 0.9308 | 5.4182 | 0.3664 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 57 | 29 | 28 | 53 | 27 | 26 |
Losing Trades | 29 | 14 | 15 | 33 | 16 | 17 |
Profitability (%) | 66.2791 | 67.4419 | 65.1163 | 61.6279 | 62.7907 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.5429 | 0.8605 | 0.3549 | 0.5795 | 3.2108 | 0.2396 |
Largest Winning Trade | 52441 | 52441 | 23711 | 361712 | 361712 | 98678 |
Largest Losing Trade | -101422 | -66720 | -101422 | -871471 | -102358 | -871471 |
Avg Bars in Trades | 94 | 93 | 96 | 94 | 93 | 96 |
Avg Bars in Winners | 46 | 40 | 52 | 73 | 68 | 78 |
Avg Bars in Losers | 190 | 203 | 177 | 128 | 135 | 122 |
Bars Traded | 8159 | 4031 | 4128 | 8159 | 4031 | 4128 |
Profit Streak | 455.8062 | 0 | 529.9729 | 0 | 523.4729 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -460362 | -10261 | -577808 | -578763 | 586499 | -579370 |
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{ "first_band": { "type": "tema", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 60, "offset": 0, "a": 0.65411 } } }
# | 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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