Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1544213.8872 | 1545648.846 | -1434.9588 | 11515107.2428 | 21344348.4134 | -9829241.1706 |
Total P&L (%) | 1544.2139 | 1545.6488 | -1.435 | 11515.1072 | 21344.3484 | -9829.2412 |
Avg Daily Profit (%) | 0.8302 | 0.831 | -0.0008 | 0.256 | 0.289 | 0 |
Buy And Hold Return (%) | 9615.0167 | 9615.0167 | 9615.0167 | 9615.0167 | 9615.0167 | 9615.0167 |
Max Trade Drawdown | -86535 | -44164 | -112889 | -11747305 | -4747534 | -15353792 |
Profit Factor | 3.9497 | 7.3715 | 0.9949 | 1.2727 | 2.2566 | 0.6105 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Losing Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Profitability (%) | 45.4545 | 52.2727 | 38.6364 | 45.4545 | 52.2727 | 38.6364 |
Ratio Avg Win / Avg Loss | 4.7396 | 6.7305 | 1.5801 | 1.5273 | 2.0603 | 0.9696 |
Largest Winning Trade | 935230 | 935230 | 63526 | 12627984 | 12627984 | 3276448 |
Largest Losing Trade | -40421 | -40421 | -33769 | -5841398 | -3323812 | -5841398 |
Avg Bars in Trades | 117 | 120 | 115 | 117 | 120 | 115 |
Avg Bars in Winners | 155 | 156 | 155 | 155 | 156 | 155 |
Avg Bars in Losers | 86 | 80 | 90 | 86 | 80 | 90 |
Bars Traded | 10377 | 5289 | 5088 | 10377 | 5289 | 5088 |
Profit Streak | 0 | 221.768 | 0 | 0 | 221.768 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147093 | -142729 | -582360 | -96285 | 323935 | -585138 |
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{ "first_band": { "type": "midprice", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 219, "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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