Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429970.2462 | 503724.3545 | -73754.1083 | -283264.6261 | 238057.9271 | -521322.5532 |
Total P&L (%) | 429.9702 | 503.7244 | -73.7541 | -283.2646 | 238.0579 | -521.3226 |
Avg Daily Profit (%) | 0.1781 | 0.2087 | -0.0306 | 0 | 0.0505 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242238 | -120323 | -304412 | -579314 | -143799 | -724560 |
Profit Factor | 1.4733 | 2.4783 | 0.8701 | 0.8028 | 1.6115 | 0.5022 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 47 | 23 | 24 | 40 | 22 | 18 |
Losing Trades | 48 | 25 | 23 | 55 | 26 | 29 |
Profitability (%) | 49.4737 | 47.9167 | 51.0638 | 42.1053 | 45.8333 | 38.2979 |
Ratio Avg Win / Avg Loss | 1.5047 | 2.6939 | 0.8338 | 1.1039 | 1.9045 | 0.8091 |
Largest Winning Trade | 396507 | 396507 | 63764 | 102947 | 102947 | 66473 |
Largest Losing Trade | -195711 | -37127 | -195711 | -329677 | -40321 | -329677 |
Avg Bars in Trades | 73 | 58 | 88 | 73 | 58 | 88 |
Avg Bars in Winners | 76 | 44 | 107 | 82 | 59 | 110 |
Avg Bars in Losers | 69 | 70 | 68 | 66 | 57 | 74 |
Bars Traded | 6941 | 2796 | 4145 | 6941 | 2796 | 4145 |
Profit Streak | 0 | 0 | 0 | 120.288 | 120.288 | 121.6214 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350523 | 436093 | -580558 | -580471 | -122642 | -583896 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 142, "offset": 0 } } }
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# | 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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