Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1684627.2564 | 1657025.5873 | 27601.6691 | 186409.4869 | -503437.6415 | 689847.1285 |
Total P&L (%) | 1684.6273 | 1657.0256 | 27.6017 | 186.4095 | -503.4376 | 689.8471 |
Avg Daily Profit (%) | 0.9052 | 0.8904 | 0.0148 | 0.0566 | 0 | 0.1111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149391 | -153514 | -18929 | -2605913 | -2838722 | -278178 |
Profit Factor | 3.6691 | 4.2649 | 1.2233 | 1.0287 | 0.9101 | 1.7628 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 49.6599 | 45.2055 | 54.0541 | 49.6599 | 45.2055 | 54.0541 |
Ratio Avg Win / Avg Loss | 3.7193 | 5.1695 | 1.0398 | 1.0428 | 1.1031 | 1.4984 |
Largest Winning Trade | 1672239 | 1672239 | 12535 | 1137152 | 1137152 | 211067 |
Largest Losing Trade | -44496 | -44496 | -12569 | -1253855 | -1253855 | -154960 |
Avg Bars in Trades | 145 | 277 | 14 | 145 | 277 | 14 |
Avg Bars in Winners | 192 | 407 | 14 | 192 | 407 | 14 |
Avg Bars in Losers | 98 | 170 | 15 | 98 | 170 | 15 |
Bars Traded | 21366 | 20260 | 1106 | 21366 | 20260 | 1106 |
Profit Streak | 104.6227 | 104.6227 | 120.5394 | 104.6227 | 104.6227 | 120.5394 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 783530 | -52364 | -238730 | -304696 | -651975 | -103997 |
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{ "first_band": { "type": "bbl", "factors": { "length": 27, "offset": 0, "std": 2.87903 } }, "second_band": { "type": "tema", "factors": { "length": 154, "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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