Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1523679.2089 | 1526771.1043 | -3091.8955 | 10668378.062 | 20720954.168 | -10052576.1059 |
Total P&L (%) | 1523.6792 | 1526.7711 | -3.0919 | 10668.3781 | 20720.9542 | -10052.5761 |
Avg Daily Profit (%) | 0.8163 | 0.8179 | -0.0017 | 0.251 | 0.2864 | 0 |
Buy And Hold Return (%) | 7986.6328 | 7986.6328 | 7986.6328 | 7986.6328 | 7986.6328 | 7986.6328 |
Max Trade Drawdown | -71751 | -61327 | -100345 | -11884239 | -4197166 | -15033029 |
Profit Factor | 3.9255 | 7.2236 | 0.9888 | 1.2643 | 2.3337 | 0.5951 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 46.8085 | 51.0638 | 42.5532 | 46.8085 | 51.0638 | 42.5532 |
Ratio Avg Win / Avg Loss | 4.4608 | 6.9226 | 1.3348 | 1.4367 | 2.2365 | 0.8033 |
Largest Winning Trade | 924407 | 924407 | 55681 | 13056196 | 13056196 | 2902004 |
Largest Losing Trade | -43512 | -43512 | -38542 | -7103145 | -3054378 | -7103145 |
Avg Bars in Trades | 110 | 112 | 108 | 110 | 112 | 108 |
Avg Bars in Winners | 135 | 134 | 136 | 135 | 134 | 136 |
Avg Bars in Losers | 88 | 89 | 87 | 88 | 89 | 87 |
Bars Traded | 10374 | 5288 | 5086 | 10374 | 5288 | 5086 |
Profit Streak | 0 | 228.4094 | 0 | 0 | 228.4094 | 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 | -146581 | -142875 | -581926 | -53964 | 393886 | -583592 |
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{ "first_band": { "type": "midprice", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 229, "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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