Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1369856.9958 | 1235252.9474 | 134604.0484 | 12046194.0839 | 3960328.2088 | 8085865.8752 |
Total P&L (%) | 1369.857 | 1235.2529 | 134.604 | 12046.1941 | 3960.3282 | 8085.8659 |
Avg Daily Profit (%) | 0.7313 | 0.6594 | 0.0719 | 0.2566 | 0.1979 | 0.2354 |
Buy And Hold Return (%) | 457.3524 | 457.3524 | 457.3524 | 457.3524 | 457.3524 | 457.3524 |
Max Trade Drawdown | -77176 | -71750 | -61047 | -10051730 | -9308632 | -5742524 |
Profit Factor | 3.0949 | 4.7524 | 1.4145 | 1.2194 | 1.1326 | 1.3228 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 38 | 13 | 25 | 38 | 13 | 25 |
Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
Profitability (%) | 32.4786 | 22.0339 | 43.1034 | 32.4786 | 22.0339 | 43.1034 |
Ratio Avg Win / Avg Loss | 6.4341 | 16.8162 | 1.8672 | 2.535 | 4.0078 | 1.7461 |
Largest Winning Trade | 543746 | 543746 | 62490 | 12851448 | 12851448 | 7201516 |
Largest Losing Trade | -25246 | -19230 | -25246 | -3182507 | -2514865 | -3182507 |
Avg Bars in Trades | 189 | 160 | 220 | 189 | 160 | 220 |
Avg Bars in Winners | 396 | 384 | 402 | 396 | 384 | 402 |
Avg Bars in Losers | 90 | 96 | 81 | 90 | 96 | 81 |
Bars Traded | 22216 | 9440 | 12776 | 22216 | 9440 | 12776 |
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 | 319439 | -203644 | -443614 | 97928 | -285351 | -173062 |
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{ "first_band": { "type": "rma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 96, "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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