Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1104724.7332 | 942196.4203 | 162528.3128 | 3319057.5465 | -1169764.9428 | 4488822.4893 |
Total P&L (%) | 1104.7247 | 942.1964 | 162.5283 | 3319.0575 | -1169.7649 | 4488.8225 |
Avg Daily Profit (%) | 0.4756 | 0.4056 | 0.07 | 0.1522 | 0 | 0.1648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157073 | -143816 | -176739 | -7443236 | -6599060 | -2605459 |
Profit Factor | 1.8446 | 2.3475 | 1.267 | 1.1344 | 0.9245 | 1.4876 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 106 | 48 | 58 | 106 | 48 | 58 |
Losing Trades | 213 | 112 | 101 | 213 | 112 | 101 |
Profitability (%) | 33.2288 | 30 | 36.478 | 33.2288 | 30 | 36.478 |
Ratio Avg Win / Avg Loss | 3.7066 | 5.4775 | 2.2063 | 2.2794 | 2.1572 | 2.5904 |
Largest Winning Trade | 401675 | 401675 | 54354 | 3961007 | 3961007 | 1783662 |
Largest Losing Trade | -49015 | -49015 | -39807 | -2901469 | -2901469 | -824090 |
Avg Bars in Trades | 14 | 15 | 12 | 14 | 15 | 12 |
Avg Bars in Winners | 28 | 32 | 26 | 28 | 32 | 26 |
Avg Bars in Losers | 6 | 8 | 5 | 6 | 8 | 5 |
Bars Traded | 4524 | 2499 | 2025 | 4524 | 2499 | 2025 |
Profit Streak | 0 | 0 | 22.4604 | 0 | 0 | 22.4604 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335414 | 253749 | -102681 | -68554 | -585217 | 213233 |
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{ "first_band": { "type": "tema", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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