Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110656.6433 | 233700.4351 | -123043.7919 | -100807.399 | 61960.4021 | -162767.8011 |
Total P&L (%) | 110.6566 | 233.7004 | -123.0438 | -100.8074 | 61.9604 | -162.7678 |
Avg Daily Profit (%) | 0.0784 | 0.1655 | -0.0871 | 0 | 0.0342 | 0 |
Buy And Hold Return (%) | 64.42 | 64.42 | 64.42 | 64.42 | 64.42 | 64.42 |
Max Trade Drawdown | -175960 | -109462 | -214002 | -290490 | -168036 | -232556 |
Profit Factor | 1.1369 | 1.8074 | 0.7629 | 0.8279 | 1.2839 | 0.5571 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 58 | 28 | 30 | 53 | 26 | 27 |
Losing Trades | 31 | 17 | 14 | 36 | 19 | 17 |
Profitability (%) | 65.1685 | 62.2222 | 68.1818 | 59.5506 | 57.7778 | 61.3636 |
Ratio Avg Win / Avg Loss | 0.6077 | 1.0973 | 0.356 | 0.5624 | 0.9382 | 0.3508 |
Largest Winning Trade | 70844 | 70844 | 41610 | 54857 | 54857 | 41024 |
Largest Losing Trade | -131823 | -39981 | -131823 | -231984 | -104178 | -231984 |
Avg Bars in Trades | 60 | 55 | 66 | 60 | 55 | 66 |
Avg Bars in Winners | 50 | 44 | 55 | 51 | 46 | 56 |
Avg Bars in Losers | 80 | 74 | 88 | 74 | 68 | 80 |
Bars Traded | 5420 | 2510 | 2910 | 5420 | 2510 | 2910 |
Profit Streak | 0 | 0 | 567.7183 | 496.2183 | 498.7183 | 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 | -166211 | 314673 | -577028 | -578718 | -313066 | -579246 |
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{ "first_band": { "type": "tema", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 139, "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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