Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783799.4161 | 650743.7361 | 133055.68 | 1382234.6923 | 304324.8291 | 1077909.8632 |
Total P&L (%) | 783.7994 | 650.7437 | 133.0557 | 1382.2347 | 304.3248 | 1077.9099 |
Avg Daily Profit (%) | 0.4207 | 0.3493 | 0.0714 | 0.1448 | 0.075 | 0.1325 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57965 | -76160 | -38556 | -604367 | -613042 | -389220 |
Profit Factor | 2.6414 | 3.2312 | 1.7159 | 1.3742 | 1.1306 | 1.7906 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 39.2857 | 33.3333 | 45.2381 | 39.2857 | 33.3333 | 45.2381 |
Ratio Avg Win / Avg Loss | 4.0821 | 6.4623 | 2.0771 | 2.1238 | 2.2612 | 2.1675 |
Largest Winning Trade | 551651 | 551651 | 58688 | 658986 | 658986 | 361140 |
Largest Losing Trade | -28464 | -28464 | -19810 | -211544 | -211544 | -200567 |
Avg Bars in Trades | 86 | 77 | 96 | 86 | 77 | 96 |
Avg Bars in Winners | 155 | 159 | 152 | 155 | 159 | 152 |
Avg Bars in Losers | 41 | 35 | 49 | 41 | 35 | 49 |
Bars Traded | 7267 | 3234 | 4033 | 7267 | 3234 | 4033 |
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 | 396721 | 325864 | -96136 | -1583 | -174991 | -14172 |
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{ "first_band": { "type": "bbm", "factors": { "length": 241, "offset": 0, "std": 1.86084 } }, "second_band": { "type": "tema", "factors": { "length": 71, "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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