Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1088492.6432 | 1002390.0673 | 86102.5759 | 4318876.6084 | -880458.0305 | 5199334.6389 |
Total P&L (%) | 1088.4926 | 1002.3901 | 86.1026 | 4318.8766 | -880.458 | 5199.3346 |
Avg Daily Profit (%) | 0.4612 | 0.4247 | 0.0365 | 0.1607 | 0 | 0.1684 |
Buy And Hold Return (%) | 434.7897 | 434.7897 | 434.7897 | 434.7897 | 434.7897 | 434.7897 |
Max Trade Drawdown | -144122 | -164514 | -93172 | -5645522 | -6416750 | -1327822 |
Profit Factor | 2.5244 | 3.1871 | 1.3367 | 1.2387 | 0.9347 | 2.1288 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 47.7477 | 47.2727 | 48.2143 | 47.7477 | 47.2727 | 48.2143 |
Ratio Avg Win / Avg Loss | 2.7626 | 3.5548 | 1.4357 | 1.3556 | 1.0426 | 2.2864 |
Largest Winning Trade | 287890 | 287890 | 39571 | 3095280 | 3095280 | 1824653 |
Largest Losing Trade | -60058 | -60058 | -26824 | -3908948 | -3908948 | -1136684 |
Avg Bars in Trades | 40 | 67 | 14 | 40 | 67 | 14 |
Avg Bars in Winners | 42 | 67 | 18 | 42 | 67 | 18 |
Avg Bars in Losers | 39 | 66 | 11 | 39 | 66 | 11 |
Bars Traded | 4521 | 3686 | 834 | 4521 | 3686 | 834 |
Profit Streak | 0 | 99.0047 | 0 | 0 | 99.0047 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394177 | -168561 | -490102 | 245879 | -758870 | -168655 |
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{ "first_band": { "type": "tema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 17, "offset": 0, "std": 1.36086 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 17, "offset": 0, "std": 1.36086 } } }
# | 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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