Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1948517.5368 | 1877496.3261 | 71021.2107 | 47815049.0717 | 59605698.8434 | -11790649.7717 |
Total P&L (%) | 1948.5175 | 1877.4963 | 71.0212 | 47815.0491 | 59605.6988 | -11790.6498 |
Avg Daily Profit (%) | 1.0467 | 1.0086 | 0.0382 | 0.3321 | 0.344 | 0 |
Buy And Hold Return (%) | 7020.2709 | 7020.2709 | 7020.2709 | 7020.2709 | 7020.2709 | 7020.2709 |
Max Trade Drawdown | -83222 | -84250 | -75963 | -25948273 | -10509311 | -19635079 |
Profit Factor | 3.9067 | 7.0667 | 1.1968 | 1.5647 | 2.8651 | 0.7764 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 42.6036 | 41.6667 | 43.5294 | 42.6036 | 41.6667 | 43.5294 |
Ratio Avg Win / Avg Loss | 5.2631 | 9.8934 | 1.5526 | 2.1079 | 4.0111 | 1.0072 |
Largest Winning Trade | 985595 | 985595 | 57935 | 23190950 | 23190950 | 11621334 |
Largest Losing Trade | -23445 | -23445 | -21933 | -7962231 | -4272205 | -7962231 |
Avg Bars in Trades | 21 | 25 | 16 | 21 | 25 | 16 |
Avg Bars in Winners | 36 | 48 | 25 | 36 | 48 | 25 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3603 | 2174 | 1429 | 3603 | 2174 | 1429 |
Profit Streak | 0 | 216.1004 | 0 | 0 | 216.1004 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147117 | -145812 | -313220 | 365034 | 461822 | -581676 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 64, "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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