Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1612026.9133 | 1506646.5873 | 105380.326 | 3799996.6682 | -3922103.6224 | 7722100.2905 |
Total P&L (%) | 1612.0269 | 1506.6466 | 105.3803 | 3799.9967 | -3922.1036 | 7722.1003 |
Avg Daily Profit (%) | 0.9003 | 0.8415 | 0.0589 | 0.2048 | 0 | 0.2438 |
Buy And Hold Return (%) | 368.62 | 368.62 | 368.62 | 368.62 | 368.62 | 368.62 |
Max Trade Drawdown | -95748 | -103813 | -99580 | -7413799 | -6992363 | -3362329 |
Profit Factor | 3.7378 | 6.1374 | 1.3566 | 1.1455 | 0.7482 | 1.7326 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 38.2979 | 31.9149 | 44.6809 | 38.2979 | 31.9149 | 44.6809 |
Ratio Avg Win / Avg Loss | 6.022 | 13.0931 | 1.6796 | 1.8455 | 1.5962 | 2.1452 |
Largest Winning Trade | 1261257 | 1261257 | 58727 | 3462396 | 2731762 | 3462396 |
Largest Losing Trade | -54834 | -27244 | -54834 | -1992490 | -1602713 | -1992490 |
Avg Bars in Trades | 73 | 64 | 82 | 73 | 64 | 82 |
Avg Bars in Winners | 137 | 135 | 138 | 137 | 135 | 138 |
Avg Bars in Losers | 34 | 31 | 37 | 34 | 31 | 37 |
Bars Traded | 6923 | 3024 | 3898 | 6923 | 3024 | 3898 |
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 | 501537 | 454810 | -280557 | -55600 | -584952 | 349514 |
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{ "first_band": { "type": "bbm", "factors": { "length": 100, "offset": 212, "std": 4.56819 } }, "second_band": { "type": "tema", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 100, "offset": 212, "std": 4.56819 } }, "second_band": { "type": "tema", "factors": { "length": 49, "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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