Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546630.6637 | 492678.6921 | 53951.9716 | 706634.2049 | 1230702.9976 | -524068.7927 |
Total P&L (%) | 546.6307 | 492.6787 | 53.952 | 706.6342 | 1230.703 | -524.0688 |
Avg Daily Profit (%) | 0.2285 | 0.2059 | 0.0226 | 0.0873 | 0.1082 | 0 |
Buy And Hold Return (%) | 105.1469 | 105.1469 | 105.1469 | 105.1469 | 105.1469 | 105.1469 |
Max Trade Drawdown | -203600 | -82999 | -163830 | -891838 | -239490 | -769433 |
Profit Factor | 1.5099 | 2.1338 | 1.0846 | 1.2458 | 2.281 | 0.7262 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Losing Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Profitability (%) | 51.8939 | 51.5152 | 52.2727 | 51.8939 | 51.5152 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.3997 | 2.0082 | 0.9903 | 1.1549 | 2.1468 | 0.663 |
Largest Winning Trade | 147703 | 147703 | 55943 | 576199 | 576199 | 150533 |
Largest Losing Trade | -44536 | -44536 | -36010 | -269194 | -154266 | -269194 |
Avg Bars in Trades | 35 | 35 | 36 | 35 | 35 | 36 |
Avg Bars in Winners | 46 | 47 | 46 | 46 | 47 | 46 |
Avg Bars in Losers | 24 | 22 | 25 | 24 | 22 | 25 |
Bars Traded | 9484 | 4685 | 4799 | 9484 | 4685 | 4799 |
Profit Streak | 0 | 49.1269 | 0 | 0 | 49.1269 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362645 | 417421 | -457524 | -74799 | -42246 | -580687 |
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{ "first_band": { "type": "bbm", "factors": { "length": 223, "offset": 0, "std": 4.82669 } }, "second_band": { "type": "tema", "factors": { "length": 59, "offset": 0 } } }
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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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