Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2672729.0261 | 2586032.805 | 86696.2211 | 51943987.5802 | 61974511.7222 | -10030524.142 |
Total P&L (%) | 2672.729 | 2586.0328 | 86.6962 | 51943.9876 | 61974.5117 | -10030.5241 |
Avg Daily Profit (%) | 1.4354 | 1.3888 | 0.0466 | 0.3365 | 0.346 | 0 |
Buy And Hold Return (%) | 8314.9928 | 8314.9928 | 8314.9928 | 8314.9928 | 8314.9928 | 8314.9928 |
Max Trade Drawdown | -71894 | -46863 | -82778 | -20375261 | -10318667 | -17573355 |
Profit Factor | 7.5183 | 13.7045 | 1.4199 | 1.9286 | 3.5412 | 0.6821 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 31.8182 | 34.0909 | 29.5455 | 31.8182 | 34.0909 | 29.5455 |
Ratio Avg Win / Avg Loss | 16.1107 | 26.4954 | 3.3859 | 4.1327 | 6.8463 | 1.6265 |
Largest Winning Trade | 1860323 | 1860323 | 65733 | 31761051 | 31761051 | 13307006 |
Largest Losing Trade | -25846 | -25846 | -14360 | -5845839 | -5403859 | -5845839 |
Avg Bars in Trades | 123 | 127 | 118 | 123 | 127 | 118 |
Avg Bars in Winners | 271 | 302 | 236 | 271 | 302 | 236 |
Avg Bars in Losers | 53 | 36 | 69 | 53 | 36 | 69 |
Bars Traded | 10835 | 5614 | 5221 | 10835 | 5614 | 5221 |
Profit Streak | 0 | 95.2573 | 0 | 0 | 95.2573 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150367 | -149141 | -304297 | 199039 | 375894 | -587722 |
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{ "first_band": { "type": "t3", "factors": { "length": 27, "offset": 0, "a": 0.35183 } }, "second_band": { "type": "tema", "factors": { "length": 157, "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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