Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1778754.8248 | 1639535.9794 | 139218.8454 | 5835023.6488 | 118715.7766 | 5716307.8722 |
Total P&L (%) | 1778.7548 | 1639.536 | 139.2188 | 5835.0236 | 118.7158 | 5716.3079 |
Avg Daily Profit (%) | 0.9594 | 0.8843 | 0.0751 | 0.2205 | 0.0422 | 0.2194 |
Buy And Hold Return (%) | 26.0269 | 26.0269 | 26.0269 | 26.0269 | 26.0269 | 26.0269 |
Max Trade Drawdown | -64670 | -55866 | -43824 | -4734796 | -5088889 | -1646993 |
Profit Factor | 6.2505 | 10.3111 | 1.8557 | 1.3511 | 1.0115 | 1.9063 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 36.6667 | 33.3333 | 40 | 36.6667 | 33.3333 | 40 |
Ratio Avg Win / Avg Loss | 10.7963 | 20.6223 | 2.7835 | 2.3338 | 2.023 | 2.8595 |
Largest Winning Trade | 1451376 | 1451376 | 65632 | 4867648 | 4867648 | 3625114 |
Largest Losing Trade | -23175 | -15515 | -23175 | -1346926 | -1016667 | -1346926 |
Avg Bars in Trades | 177 | 154 | 200 | 177 | 154 | 200 |
Avg Bars in Winners | 318 | 298 | 335 | 318 | 298 | 335 |
Avg Bars in Losers | 96 | 82 | 111 | 96 | 82 | 111 |
Bars Traded | 10669 | 4644 | 6025 | 10669 | 4644 | 6025 |
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 | -157130 | 548584 | -94200 | -169242 | -351515 | 283918 |
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{ "first_band": { "type": "bbm", "factors": { "length": 169, "offset": 0, "std": 2.91616 } }, "second_band": { "type": "tema", "factors": { "length": 169, "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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