Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813802.6483 | 670315.4238 | 143487.2245 | 2402591.2695 | 1984115.2371 | 418476.0324 |
Total P&L (%) | 813.8026 | 670.3154 | 143.4872 | 2402.5913 | 1984.1152 | 418.476 |
Avg Daily Profit (%) | 0.4116 | 0.3391 | 0.0726 | 0.163 | 0.1537 | 0.0833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110046 | -85210 | -145117 | -1311536 | -1105641 | -1481430 |
Profit Factor | 2.0453 | 2.6771 | 1.3787 | 1.3931 | 1.6684 | 1.1331 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Profitability (%) | 38.3333 | 38.3333 | 38.3333 | 38.3333 | 38.3333 | 38.3333 |
Ratio Avg Win / Avg Loss | 3.2903 | 4.3067 | 2.218 | 2.241 | 2.6839 | 1.8228 |
Largest Winning Trade | 222229 | 222229 | 83135 | 1078173 | 1078173 | 984284 |
Largest Losing Trade | -51464 | -50796 | -51464 | -1047130 | -1047130 | -735081 |
Avg Bars in Trades | 47 | 50 | 44 | 47 | 50 | 44 |
Avg Bars in Winners | 80 | 71 | 90 | 80 | 71 | 90 |
Avg Bars in Losers | 26 | 36 | 16 | 26 | 36 | 16 |
Bars Traded | 5689 | 3007 | 2682 | 5689 | 3007 | 2682 |
Profit Streak | 0 | 0 | 550.6824 | 0 | 0 | 550.6824 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342565 | -159661 | -267770 | 189602 | -163192 | -328163 |
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{ "first_band": { "type": "tema", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 6, "offset": 0, "std": 3.16334 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 6, "offset": 0, "std": 3.16334 } } }
# | 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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