Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214806.1039 | 224970.7878 | -10164.6839 | -4655.9928 | 23711.4712 | -28367.464 |
Total P&L (%) | 214.8061 | 224.9708 | -10.1647 | -4.656 | 23.7115 | -28.3675 |
Avg Daily Profit (%) | 0.2062 | 0.216 | -0.0098 | -0.0046 | 0.0204 | -0.032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147464 | -140256 | -35705 | -290188 | -261707 | -68387 |
Profit Factor | 1.4162 | 1.5335 | 0.8923 | 0.9947 | 1.0323 | 0.7912 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 52.6718 | 49.2308 | 56.0606 | 52.6718 | 49.2308 | 56.0606 |
Ratio Avg Win / Avg Loss | 1.2725 | 1.5814 | 0.6994 | 0.8937 | 1.0645 | 0.6202 |
Largest Winning Trade | 182018 | 182018 | 6807 | 220359 | 220359 | 7460 |
Largest Losing Trade | -33303 | -33303 | -8662 | -81481 | -81481 | -16786 |
Avg Bars in Trades | 179 | 347 | 12 | 179 | 347 | 12 |
Avg Bars in Winners | 216 | 454 | 11 | 216 | 454 | 11 |
Avg Bars in Losers | 137 | 244 | 15 | 137 | 244 | 15 |
Bars Traded | 23451 | 22600 | 851 | 23451 | 22600 | 851 |
Profit Streak | 35.0094 | 0 | 140.1344 | 35.0094 | 0 | 140.1344 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349347 | -121599 | -702512 | -579542 | -487007 | -702512 |
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{ "first_band": { "type": "bbl", "factors": { "length": 202, "offset": 0, "std": 4.79187 } }, "second_band": { "type": "tema", "factors": { "length": 244, "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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