Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697297.7314 | 521589.982 | 175707.7494 | 4966359.555 | 2114282.1373 | 2852077.4177 |
Total P&L (%) | 697.2977 | 521.59 | 175.7077 | 4966.3596 | 2114.2821 | 2852.0774 |
Avg Daily Profit (%) | 0.3939 | 0.2946 | 0.0993 | 0.222 | 0.1751 | 0.1914 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57799 | -39391 | -82749 | -1995478 | -905694 | -1420620 |
Profit Factor | 2.9129 | 4.1453 | 1.8843 | 1.8866 | 1.7567 | 2.0158 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 45 | 46.6667 | 43.3333 | 45 | 46.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.5602 | 4.7375 | 2.4641 | 2.3058 | 2.0076 | 2.6361 |
Largest Winning Trade | 169304 | 169304 | 79159 | 1650718 | 1427838 | 1650718 |
Largest Losing Trade | -29941 | -16695 | -29941 | -760672 | -581846 | -760672 |
Avg Bars in Trades | 173 | 153 | 193 | 173 | 153 | 193 |
Avg Bars in Winners | 289 | 245 | 337 | 289 | 245 | 337 |
Avg Bars in Losers | 77 | 72 | 82 | 77 | 72 | 82 |
Bars Traded | 10392 | 4602 | 5790 | 10392 | 4602 | 5790 |
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 | -160187 | 528152 | -59534 | -163637 | 353230 | 329576 |
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{ "first_band": { "type": "bbm", "factors": { "length": 128, "offset": 0, "std": 4.56965 } }, "second_band": { "type": "tema", "factors": { "length": 153, "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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