Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168199.6279 | 106364.6191 | 61835.0088 | 73304.5324 | 11328.0585 | 61976.4739 |
Total P&L (%) | 168.1996 | 106.3646 | 61.835 | 73.3045 | 11.3281 | 61.9765 |
Avg Daily Profit (%) | 0.3229 | 0.2042 | 0.1187 | 0.1056 | 0.0206 | 0.0926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125228 | -135402 | -31376 | -272744 | -255744 | -83128 |
Profit Factor | 1.2797 | 1.2364 | 1.4081 | 1.0676 | 1.0143 | 1.2111 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 162 | 77 | 85 | 162 | 77 | 85 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 70.4348 | 66.9565 | 73.913 | 70.4348 | 66.9565 | 73.913 |
Ratio Avg Win / Avg Loss | 0.5371 | 0.6102 | 0.497 | 0.4481 | 0.5006 | 0.4274 |
Largest Winning Trade | 95940 | 95940 | 8100 | 66232 | 66232 | 24799 |
Largest Losing Trade | -29557 | -29557 | -23112 | -69173 | -69173 | -62897 |
Avg Bars in Trades | 107 | 183 | 32 | 107 | 183 | 32 |
Avg Bars in Winners | 49 | 81 | 20 | 49 | 81 | 20 |
Avg Bars in Losers | 246 | 388 | 65 | 246 | 388 | 65 |
Bars Traded | 24810 | 21065 | 3745 | 24810 | 21065 | 3745 |
Profit Streak | 0 | 0 | 53.8385 | 0 | 0 | 53.8385 |
Trades During Streak | 0 | 0 | 10 | 0 | 0 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368949 | 254394 | -31741 | -196476 | -494836 | -67713 |
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{ "first_band": { "type": "tema", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 56, "offset": 0, "std": 1.07833 } } }
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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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