Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572277.7259 | 417525.9028 | 154751.8231 | 2295524.1946 | 1503863.9431 | 791660.2515 |
Total P&L (%) | 572.2777 | 417.5259 | 154.7518 | 2295.5242 | 1503.8639 | 791.6603 |
Avg Daily Profit (%) | 0.3008 | 0.2195 | 0.0813 | 0.1671 | 0.146 | 0.1151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118242 | -56306 | -113521 | -1326247 | -613763 | -1151431 |
Profit Factor | 2.4152 | 3.4583 | 1.6598 | 1.4339 | 1.6597 | 1.2629 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 40.3226 | 41.9355 | 38.7097 | 40.3226 | 41.9355 | 38.7097 |
Ratio Avg Win / Avg Loss | 3.5744 | 4.7884 | 2.628 | 2.1222 | 2.2981 | 1.9996 |
Largest Winning Trade | 137157 | 137157 | 70178 | 1241284 | 741968 | 1241284 |
Largest Losing Trade | -32521 | -18073 | -32521 | -1006555 | -396125 | -1006555 |
Avg Bars in Trades | 85 | 58 | 112 | 85 | 58 | 112 |
Avg Bars in Winners | 173 | 101 | 251 | 173 | 101 | 251 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 5279 | 1800 | 3479 | 5279 | 1800 | 3479 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149040 | 404131 | -85627 | -152771 | 79839 | -42413 |
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{ "first_band": { "type": "midprice", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 34, "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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