Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839039.0277 | 716792.2752 | 122246.7525 | 1165325.2009 | -256705.5199 | 1422030.7208 |
Total P&L (%) | 839.039 | 716.7923 | 122.2468 | 1165.3252 | -256.7055 | 1422.0307 |
Avg Daily Profit (%) | 0.4345 | 0.3712 | 0.0633 | 0.1315 | 0 | 0.1411 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112313 | -104676 | -64222 | -1916972 | -1039984 | -1364635 |
Profit Factor | 2.3576 | 3.2792 | 1.4027 | 1.2093 | 0.9139 | 1.5502 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 42.8571 | 30.9524 | 54.7619 | 42.8571 | 30.9524 | 54.7619 |
Ratio Avg Win / Avg Loss | 3.1434 | 7.3151 | 1.1588 | 1.6124 | 2.0388 | 1.2806 |
Largest Winning Trade | 410933 | 410933 | 49284 | 844044 | 844044 | 830910 |
Largest Losing Trade | -46536 | -23594 | -46536 | -973953 | -452737 | -973953 |
Avg Bars in Trades | 66 | 56 | 77 | 66 | 56 | 77 |
Avg Bars in Winners | 112 | 107 | 115 | 112 | 107 | 115 |
Avg Bars in Losers | 32 | 33 | 32 | 32 | 33 | 32 |
Bars Traded | 5627 | 2353 | 3274 | 5627 | 2353 | 3274 |
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 | 431248 | 302604 | -107024 | -18947 | -585364 | -1989 |
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{ "first_band": { "type": "bbm", "factors": { "length": 51, "offset": 0, "std": 4.04419 } }, "second_band": { "type": "tema", "factors": { "length": 60, "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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