Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 888235.6579 | 766146.1398 | 122089.5181 | 12863217.9374 | 15445033.0358 | -2581815.0984 |
Total P&L (%) | 888.2357 | 766.1461 | 122.0895 | 12863.2179 | 15445.033 | -2581.8151 |
Avg Daily Profit (%) | 0.3552 | 0.3064 | 0.0488 | 0.1948 | 0.202 | 0 |
Buy And Hold Return (%) | 776.6626 | 776.6626 | 776.6626 | 776.6626 | 776.6626 | 776.6626 |
Max Trade Drawdown | -81813 | -73709 | -78700 | -8453029 | -3999820 | -6856301 |
Profit Factor | 2.1655 | 2.8335 | 1.3546 | 1.5615 | 2.3305 | 0.7715 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 50.4808 | 47.1154 | 53.8462 | 50.4808 | 47.1154 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.1242 | 3.1805 | 1.1611 | 1.5318 | 2.6159 | 0.6613 |
Largest Winning Trade | 178908 | 178908 | 61461 | 6636057 | 6636057 | 1421082 |
Largest Losing Trade | -34387 | -34387 | -28535 | -3729318 | -3406617 | -3729318 |
Avg Bars in Trades | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Winners | 43 | 47 | 40 | 43 | 47 | 40 |
Avg Bars in Losers | 25 | 29 | 20 | 25 | 29 | 20 |
Bars Traded | 7194 | 3916 | 3278 | 7194 | 3916 | 3278 |
Profit Streak | 0 | 0 | 68.5686 | 0 | 0 | 68.5686 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106449 | -152820 | -291870 | 429738 | 399390 | -579587 |
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{ "first_band": { "type": "tema", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 38, "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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