Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1538398.1893 | 1451471.9672 | 86926.2221 | 7477916.8762 | 10227673.5948 | -2749756.7185 |
Total P&L (%) | 1538.3982 | 1451.472 | 86.9262 | 7477.9169 | 10227.6736 | -2749.7567 |
Avg Daily Profit (%) | 0.8443 | 0.7966 | 0.0477 | 0.2378 | 0.2548 | 0 |
Buy And Hold Return (%) | 660.3431 | 660.3431 | 660.3431 | 660.3431 | 660.3431 | 660.3431 |
Max Trade Drawdown | -105153 | -98846 | -82038 | -17969983 | -11665032 | -10977300 |
Profit Factor | 3.2438 | 5.8009 | 1.2268 | 1.1306 | 1.3959 | 0.9125 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 36.3636 | 32.3944 | 40.2778 | 36.3636 | 32.3944 | 40.2778 |
Ratio Avg Win / Avg Loss | 5.6767 | 12.1062 | 1.819 | 1.9785 | 2.9131 | 1.3531 |
Largest Winning Trade | 865886 | 865886 | 70198 | 9826871 | 9826871 | 7666428 |
Largest Losing Trade | -50421 | -18691 | -50421 | -3818305 | -2622777 | -3818305 |
Avg Bars in Trades | 37 | 36 | 39 | 37 | 36 | 39 |
Avg Bars in Winners | 73 | 74 | 73 | 73 | 74 | 73 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 5380 | 2563 | 2817 | 5380 | 2563 | 2817 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352426 | -77853 | -377463 | -72368 | -83517 | -662350 |
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{ "first_band": { "type": "bbm", "factors": { "length": 28, "offset": 0, "std": 2.67108 } }, "second_band": { "type": "tema", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 28, "offset": 0, "std": 2.67108 } }, "second_band": { "type": "tema", "factors": { "length": 39, "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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