Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950696.7835 | 765190.8999 | 185505.8836 | 46432174.4736 | 38485271.3657 | 7946903.1079 |
Total P&L (%) | 950.6968 | 765.1909 | 185.5059 | 46432.1745 | 38485.2714 | 7946.9031 |
Avg Daily Profit (%) | 0.3802 | 0.306 | 0.0742 | 0.246 | 0.2385 | 0.1756 |
Buy And Hold Return (%) | 903.9571 | 903.9571 | 903.9571 | 903.9571 | 903.9571 | 903.9571 |
Max Trade Drawdown | -54912 | -57240 | -54912 | -4425248 | -1717407 | -4425248 |
Profit Factor | 4.0293 | 6.4948 | 2.0626 | 5.8347 | 11.915 | 2.3075 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 67.1429 | 68.5714 | 65.7143 | 67.1429 | 68.5714 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.9718 | 2.9768 | 1.0761 | 2.8553 | 5.461 | 1.2039 |
Largest Winning Trade | 174497 | 174497 | 63704 | 15386253 | 15386253 | 5258975 |
Largest Losing Trade | -54912 | -36492 | -54912 | -4425248 | -1347428 | -4425248 |
Avg Bars in Trades | 68 | 84 | 53 | 68 | 84 | 53 |
Avg Bars in Winners | 82 | 91 | 73 | 82 | 91 | 73 |
Avg Bars in Losers | 40 | 68 | 14 | 40 | 68 | 14 |
Bars Traded | 4805 | 2941 | 1864 | 4805 | 2941 | 1864 |
Profit Streak | 285.5781 | 515.5781 | 285.5781 | 285.5781 | 515.5781 | 285.5781 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -227894 | -144537 | -253480 | -78026 | 743855 | 521566 |
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{ "first_band": { "type": "tema", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 121, "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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