Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2115630.0652 | 1989531.3687 | 126098.6966 | 9499164.1822 | 1792228.4241 | 7706935.7582 |
Total P&L (%) | 2115.6301 | 1989.5314 | 126.0987 | 9499.1642 | 1792.2284 | 7706.9358 |
Avg Daily Profit (%) | 1.1309 | 1.0635 | 0.0674 | 0.2443 | 0.1573 | 0.2332 |
Buy And Hold Return (%) | 502.238 | 502.238 | 502.238 | 502.238 | 502.238 | 502.238 |
Max Trade Drawdown | -124126 | -72054 | -69073 | -6881109 | -4839989 | -4200265 |
Profit Factor | 5.2479 | 7.5643 | 1.6468 | 1.3453 | 1.1037 | 1.7537 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 24 | 8 | 16 | 24 | 8 | 16 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 32 | 21.0526 | 43.2432 | 32 | 21.0526 | 43.2432 |
Ratio Avg Win / Avg Loss | 11.1517 | 28.366 | 2.1614 | 2.8588 | 4.1388 | 2.3017 |
Largest Winning Trade | 1403548 | 1403548 | 60512 | 6941008 | 6941008 | 4860007 |
Largest Losing Trade | -41474 | -27259 | -41474 | -2169503 | -2078179 | -2169503 |
Avg Bars in Trades | 72 | 61 | 83 | 72 | 61 | 83 |
Avg Bars in Winners | 154 | 173 | 145 | 154 | 173 | 145 |
Avg Bars in Losers | 33 | 31 | 36 | 33 | 31 | 36 |
Bars Traded | 5430 | 2333 | 3097 | 5430 | 2333 | 3097 |
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 | -48881 | -27533 | -268210 | -58389 | -147489 | 324876 |
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{ "first_band": { "type": "bbm", "factors": { "length": 58, "offset": 0, "std": 2.03735 } }, "second_band": { "type": "tema", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 58, "offset": 0, "std": 2.03735 } }, "second_band": { "type": "tema", "factors": { "length": 92, "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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