Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878417.9271 | 774154.7601 | 104263.1671 | 9962764.2783 | 10775381.4727 | -812617.1944 |
Total P&L (%) | 878.4179 | 774.1548 | 104.2632 | 9962.7643 | 10775.3815 | -812.6172 |
Avg Daily Profit (%) | 0.3513 | 0.3096 | 0.0417 | 0.1846 | 0.1877 | 0 |
Buy And Hold Return (%) | 874.373 | 874.373 | 874.373 | 874.373 | 874.373 | 874.373 |
Max Trade Drawdown | -95495 | -47642 | -67497 | -4142034 | -2054697 | -3299787 |
Profit Factor | 2.851 | 4.3943 | 1.423 | 1.7063 | 2.5457 | 0.8861 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 42.4779 | 38.5965 | 46.4286 | 42.4779 | 38.5965 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.8608 | 6.9909 | 1.6419 | 2.3106 | 4.05 | 1.0224 |
Largest Winning Trade | 339623 | 339623 | 52567 | 7963820 | 7963820 | 1059152 |
Largest Losing Trade | -20944 | -18697 | -20944 | -1276019 | -1276019 | -1271846 |
Avg Bars in Trades | 62 | 64 | 61 | 62 | 64 | 61 |
Avg Bars in Winners | 94 | 103 | 87 | 94 | 103 | 87 |
Avg Bars in Losers | 39 | 39 | 38 | 39 | 39 | 38 |
Bars Traded | 7067 | 3651 | 3416 | 7067 | 3651 | 3416 |
Profit Streak | 82.3634 | 92.3634 | 0 | 82.3634 | 92.3634 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151632 | -333661 | -482489 | 326600 | -171422 | -760555 |
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{ "first_band": { "type": "tema", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 29, "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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