Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297698.3227 | 330369.8174 | -32671.4947 | 21221.8074 | 38632.6071 | -17410.7996 |
Total P&L (%) | 297.6983 | 330.3698 | -32.6715 | 21.2218 | 38.6326 | -17.4108 |
Avg Daily Profit (%) | 0.1507 | 0.1672 | -0.0165 | 0.0097 | 0.0165 | -0.0097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148664 | -77182 | -210122 | -138865 | -57093 | -104056 |
Profit Factor | 1.5238 | 2.4935 | 0.9059 | 1.0569 | 1.2464 | 0.9194 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 36.3636 | 39.3939 | 33.3333 | 36.3636 | 39.3939 | 33.3333 |
Ratio Avg Win / Avg Loss | 2.6666 | 3.8362 | 1.8118 | 1.8496 | 1.9176 | 1.8388 |
Largest Winning Trade | 102634 | 102634 | 74299 | 58965 | 39883 | 58965 |
Largest Losing Trade | -51009 | -39171 | -51009 | -102416 | -29587 | -102416 |
Avg Bars in Trades | 169 | 152 | 186 | 169 | 152 | 186 |
Avg Bars in Winners | 350 | 300 | 409 | 350 | 300 | 409 |
Avg Bars in Losers | 66 | 56 | 75 | 66 | 56 | 75 |
Bars Traded | 11187 | 5022 | 6165 | 11187 | 5022 | 6165 |
Profit Streak | 581.5007 | 583.8341 | 0 | 581.5007 | 583.8341 | 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 | -123735 | 306986 | -584506 | -476195 | -175804 | -584506 |
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{ "first_band": { "type": "bbm", "factors": { "length": 105, "offset": 0, "std": 4.119 } }, "second_band": { "type": "tema", "factors": { "length": 207, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 105, "offset": 0, "std": 4.119 } }, "second_band": { "type": "tema", "factors": { "length": 207, "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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