Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1016557.054 | 956550.5293 | 60006.5247 | 1497479.2936 | 1416458.3736 | 81020.92 |
Total P&L (%) | 1016.5571 | 956.5505 | 60.0065 | 1497.4793 | 1416.4584 | 81.0209 |
Avg Daily Profit (%) | 0.4045 | 0.3806 | 0.0239 | 0.1103 | 0.1083 | 0.0236 |
Buy And Hold Return (%) | 244.8592 | 244.8592 | 244.8592 | 244.8592 | 244.8592 | 244.8592 |
Max Trade Drawdown | -116942 | -73940 | -46504 | -2346491 | -1359232 | -1014061 |
Profit Factor | 3.7745 | 6.0124 | 1.3418 | 1.3065 | 1.5576 | 1.0345 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 36.5079 | 31.25 | 41.9355 | 36.5079 | 31.25 | 41.9355 |
Ratio Avg Win / Avg Loss | 6.5643 | 13.2273 | 1.8579 | 2.2721 | 3.4267 | 1.4324 |
Largest Winning Trade | 831323 | 831323 | 39274 | 1546588 | 1546588 | 464802 |
Largest Losing Trade | -32375 | -19618 | -32375 | -450526 | -416810 | -450526 |
Avg Bars in Trades | 151 | 139 | 163 | 151 | 139 | 163 |
Avg Bars in Winners | 309 | 296 | 319 | 309 | 296 | 319 |
Avg Bars in Losers | 60 | 68 | 50 | 60 | 68 | 50 |
Bars Traded | 9549 | 4477 | 5072 | 9549 | 4477 | 5072 |
Profit Streak | 93.6885 | 120.4385 | 0 | 93.6885 | 120.4385 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141370 | 325639 | -328472 | -200606 | -52851 | -512809 |
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{ "first_band": { "type": "bbm", "factors": { "length": 116, "offset": 0, "std": 4.06842 } }, "second_band": { "type": "tema", "factors": { "length": 189, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 116, "offset": 0, "std": 4.06842 } }, "second_band": { "type": "tema", "factors": { "length": 189, "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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