Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763061.5285 | 539042.6529 | 224018.8756 | 4917245.1948 | 975972.4762 | 3941272.7186 |
Total P&L (%) | 763.0615 | 539.0427 | 224.0189 | 4917.2452 | 975.9725 | 3941.2727 |
Avg Daily Profit (%) | 0.4013 | 0.2835 | 0.1178 | 0.2061 | 0.125 | 0.1947 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98804 | -89845 | -96720 | -1858923 | -2930848 | -1458737 |
Profit Factor | 2.3053 | 2.6615 | 1.8611 | 1.3775 | 1.1184 | 1.8235 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 43.299 | 40.8163 | 45.8333 | 43.299 | 40.8163 | 45.8333 |
Ratio Avg Win / Avg Loss | 3.0188 | 3.8591 | 2.1995 | 1.8038 | 1.6217 | 2.1551 |
Largest Winning Trade | 211400 | 211400 | 66949 | 1739439 | 1649970 | 1739439 |
Largest Losing Trade | -31647 | -29819 | -31647 | -1858923 | -1858923 | -929010 |
Avg Bars in Trades | 114 | 85 | 143 | 114 | 85 | 143 |
Avg Bars in Winners | 191 | 128 | 248 | 191 | 128 | 248 |
Avg Bars in Losers | 55 | 55 | 54 | 55 | 55 | 54 |
Bars Traded | 11078 | 4175 | 6903 | 11078 | 4175 | 6903 |
Profit Streak | 0 | 0 | 552.9218 | 0 | 0 | 552.9218 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424813 | 372711 | -33126 | 266803 | -118291 | 378164 |
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{ "first_band": { "type": "midprice", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 79, "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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