Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 934034.9505 | 884264.9132 | 49770.0372 | 2888253.8776 | 2055556.2385 | 832697.6391 |
Total P&L (%) | 934.035 | 884.2649 | 49.77 | 2888.2539 | 2055.5562 | 832.6976 |
Avg Daily Profit (%) | 0.4318 | 0.4088 | 0.023 | 0.1572 | 0.142 | 0.1033 |
Buy And Hold Return (%) | 503.1746 | 503.1746 | 503.1746 | 503.1746 | 503.1746 | 503.1746 |
Max Trade Drawdown | -158195 | -59114 | -101555 | -3110012 | -2288598 | -1020535 |
Profit Factor | 3.1553 | 5.2468 | 1.221 | 1.3367 | 1.403 | 1.2395 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 60 | 56.6667 | 63.3333 | 60 | 56.6667 | 63.3333 |
Ratio Avg Win / Avg Loss | 2.1035 | 4.0122 | 0.7069 | 0.8912 | 1.0729 | 0.7176 |
Largest Winning Trade | 381022 | 381022 | 81624 | 2041183 | 2041183 | 1427239 |
Largest Losing Trade | -73142 | -53794 | -73142 | -1739728 | -1739728 | -1020535 |
Avg Bars in Trades | 102 | 85 | 119 | 102 | 85 | 119 |
Avg Bars in Winners | 97 | 64 | 126 | 97 | 64 | 126 |
Avg Bars in Losers | 110 | 112 | 107 | 110 | 112 | 107 |
Bars Traded | 6151 | 2565 | 3586 | 6151 | 2565 | 3586 |
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 | -164002 | 363892 | -328293 | -166730 | -3617 | -64157 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 213, "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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