Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527356.2584 | 426370.553 | 100985.7055 | 1447567.7566 | 1037951.6909 | 409616.0657 |
Total P&L (%) | 527.3563 | 426.3706 | 100.9857 | 1447.5678 | 1037.9517 | 409.6161 |
Avg Daily Profit (%) | 0.3088 | 0.2496 | 0.0591 | 0.1605 | 0.1425 | 0.0954 |
Buy And Hold Return (%) | 192.8554 | 192.8554 | 192.8554 | 192.8554 | 192.8554 | 192.8554 |
Max Trade Drawdown | -101107 | -69219 | -46865 | -2013765 | -1347938 | -961506 |
Profit Factor | 2.4238 | 3.0556 | 1.6196 | 1.2428 | 1.3033 | 1.1613 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 49.3506 | 50 | 48.7179 | 49.3506 | 50 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.4876 | 3.0556 | 1.7049 | 1.2755 | 1.3033 | 1.2224 |
Largest Winning Trade | 183273 | 183273 | 43032 | 1102695 | 1102695 | 433311 |
Largest Losing Trade | -46865 | -25430 | -46865 | -930772 | -517573 | -930772 |
Avg Bars in Trades | 41 | 44 | 37 | 41 | 44 | 37 |
Avg Bars in Winners | 46 | 49 | 43 | 46 | 49 | 43 |
Avg Bars in Losers | 35 | 40 | 31 | 35 | 40 | 31 |
Bars Traded | 3165 | 1704 | 1461 | 3165 | 1704 | 1461 |
Profit Streak | 13.3418 | 25.3418 | 13.3418 | 13.3418 | 25.3418 | 13.3418 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35212 | 322382 | -276558 | -38016 | -2836 | -114627 |
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{ "first_band": { "type": "tema", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 19, "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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