Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1931573.7858 | 1836397.0224 | 95176.7634 | 2566377.0124 | 1619015.9739 | 947361.0385 |
Total P&L (%) | 1931.5738 | 1836.397 | 95.1768 | 2566.377 | 1619.016 | 947.361 |
Avg Daily Profit (%) | 0.8353 | 0.7941 | 0.0412 | 0.1421 | 0.1231 | 0.1016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156163 | -82547 | -80749 | -11684528 | -6151189 | -5787941 |
Profit Factor | 5.0863 | 8.7459 | 1.404 | 1.1275 | 1.1784 | 1.0858 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 43.9252 | 44.4444 | 43.3962 | 43.9252 | 44.4444 | 43.3962 |
Ratio Avg Win / Avg Loss | 6.4932 | 10.9324 | 1.8312 | 1.4394 | 1.473 | 1.4162 |
Largest Winning Trade | 1741635 | 1741635 | 86860 | 3582570 | 2156044 | 3582570 |
Largest Losing Trade | -33185 | -33185 | -24632 | -2723070 | -2257348 | -2723070 |
Avg Bars in Trades | 39 | 33 | 45 | 39 | 33 | 45 |
Avg Bars in Winners | 75 | 65 | 84 | 75 | 65 | 84 |
Avg Bars in Losers | 11 | 7 | 15 | 11 | 7 | 15 |
Bars Traded | 4230 | 1817 | 2412 | 4230 | 1817 | 2412 |
Profit Streak | 21.9252 | 23.4252 | 0 | 21.9252 | 23.4252 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 702945 | -160026 | -318722 | -84720 | -234268 | -365714 |
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{ "first_band": { "type": "tema", "factors": { "length": 3, "offset": 148 } }, "second_band": { "type": "vwap", "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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