Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1146798.9741 | 968747.7215 | 178051.2526 | 3361071.9948 | 4067482.6691 | -706410.6742 |
Total P&L (%) | 1146.799 | 968.7477 | 178.0513 | 3361.072 | 4067.4827 | -706.4107 |
Avg Daily Profit (%) | 0.4955 | 0.4186 | 0.0769 | 0.1533 | 0.1613 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152601 | -109351 | -167826 | -14679719 | -10583625 | -6462991 |
Profit Factor | 1.8672 | 2.4999 | 1.2632 | 1.0706 | 1.1663 | 0.9695 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 200 | 103 | 97 | 200 | 103 | 97 |
Profitability (%) | 31.5068 | 29.4521 | 33.5616 | 31.5068 | 29.4521 | 33.5616 |
Ratio Avg Win / Avg Loss | 4.0592 | 5.988 | 2.5006 | 2.3273 | 2.7937 | 1.9192 |
Largest Winning Trade | 545901 | 545901 | 57713 | 8781564 | 8781564 | 3433577 |
Largest Losing Trade | -30943 | -15382 | -30943 | -2558407 | -2558407 | -2194748 |
Avg Bars in Trades | 31 | 27 | 34 | 31 | 27 | 34 |
Avg Bars in Winners | 67 | 62 | 71 | 67 | 62 | 71 |
Avg Bars in Losers | 14 | 13 | 16 | 14 | 13 | 16 |
Bars Traded | 9159 | 4077 | 5082 | 9159 | 4077 | 5082 |
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 | 303954 | 165183 | -95813 | -139816 | -38843 | -584560 |
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{ "first_band": { "type": "midprice", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 13, "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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