Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1857982.4542 | 1853129.6059 | 4852.8483 | 290274.9993 | 410429.2826 | -120154.2833 |
Total P&L (%) | 1857.9825 | 1853.1296 | 4.8528 | 290.275 | 410.4293 | -120.1543 |
Avg Daily Profit (%) | 0.9995 | 0.9968 | 0.0026 | 0.0733 | 0.0877 | 0 |
Buy And Hold Return (%) | 127.2812 | 127.2812 | 127.2812 | 127.2812 | 127.2812 | 127.2812 |
Max Trade Drawdown | -156257 | -76697 | -104159 | -569438 | -257392 | -436868 |
Profit Factor | 3.5687 | 8.041 | 1.0105 | 1.1204 | 1.4486 | 0.9196 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 47.0588 | 45 | 49.1525 | 47.0588 | 45 | 49.1525 |
Ratio Avg Win / Avg Loss | 4.0148 | 9.8279 | 1.0454 | 1.2605 | 1.7705 | 0.9514 |
Largest Winning Trade | 1638805 | 1638805 | 76575 | 439918 | 439918 | 246771 |
Largest Losing Trade | -77053 | -31245 | -77053 | -383052 | -164852 | -383052 |
Avg Bars in Trades | 45 | 44 | 47 | 45 | 44 | 47 |
Avg Bars in Winners | 67 | 61 | 73 | 67 | 61 | 73 |
Avg Bars in Losers | 26 | 30 | 21 | 26 | 30 | 21 |
Bars Traded | 5433 | 2655 | 2778 | 5433 | 2655 | 2778 |
Profit Streak | 9.2536 | 9.2536 | 81.9203 | 9.2536 | 9.2536 | 81.9203 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 733277 | -148592 | -739673 | -187885 | -247107 | -756421 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 86 } }, "second_band": { "type": "tema", "factors": { "length": 125, "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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