Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1150050.0556 | 1130672.6043 | 19377.4512 | 1519704.071 | 1640616.1377 | -120912.0667 |
Total P&L (%) | 1150.0501 | 1130.6726 | 19.3775 | 1519.7041 | 1640.6161 | -120.9121 |
Avg Daily Profit (%) | 0.6234 | 0.6129 | 0.0105 | 0.1511 | 0.155 | 0 |
Buy And Hold Return (%) | 599.5062 | 599.5062 | 599.5062 | 599.5062 | 599.5062 | 599.5062 |
Max Trade Drawdown | -144281 | -81303 | -112501 | -1486903 | -1136344 | -871230 |
Profit Factor | 3.125 | 5.002 | 1.0749 | 1.3638 | 1.7537 | 0.9396 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 39.6825 | 43.75 | 35.4839 | 39.6825 | 43.75 | 35.4839 |
Ratio Avg Win / Avg Loss | 4.75 | 6.4311 | 1.9544 | 2.073 | 2.2548 | 1.7083 |
Largest Winning Trade | 589587 | 589587 | 74894 | 1269900 | 1269900 | 631783 |
Largest Losing Trade | -34858 | -32933 | -34858 | -438550 | -438550 | -394682 |
Avg Bars in Trades | 86 | 82 | 89 | 86 | 82 | 89 |
Avg Bars in Winners | 152 | 142 | 165 | 152 | 142 | 165 |
Avg Bars in Losers | 42 | 36 | 48 | 42 | 36 | 48 |
Bars Traded | 5432 | 2646 | 2786 | 5432 | 2646 | 2786 |
Profit Streak | 59.3023 | 59.6357 | 0 | 59.3023 | 59.6357 | 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 | -144534 | 353235 | -487276 | -149049 | 206285 | -583685 |
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{ "first_band": { "type": "bbm", "factors": { "length": 84, "offset": 0, "std": 4.13215 } }, "second_band": { "type": "tema", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 84, "offset": 0, "std": 4.13215 } }, "second_band": { "type": "tema", "factors": { "length": 75, "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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