Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849906.2613 | 617471.1652 | 232435.0961 | 8058939.9546 | 1221949.1335 | 6836990.8211 |
Total P&L (%) | 849.9063 | 617.4712 | 232.4351 | 8058.94 | 1221.9491 | 6836.9908 |
Avg Daily Profit (%) | 0.5331 | 0.3873 | 0.1458 | 0.2765 | 0.1621 | 0.2663 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68898 | -83872 | -37181 | -5293038 | -6537512 | -463213 |
Profit Factor | 2.9713 | 2.8495 | 3.3892 | 1.6384 | 1.106 | 7.2481 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 30 | 20 | 10 | 30 | 20 | 10 |
Profitability (%) | 55.8824 | 41.1765 | 70.5882 | 55.8824 | 41.1765 | 70.5882 |
Ratio Avg Win / Avg Loss | 2.3458 | 4.0707 | 1.4122 | 1.2935 | 1.58 | 3.02 |
Largest Winning Trade | 246403 | 246403 | 37997 | 2669491 | 2669491 | 1965126 |
Largest Losing Trade | -56527 | -56527 | -25577 | -5293038 | -5293038 | -422057 |
Avg Bars in Trades | 89 | 107 | 72 | 89 | 107 | 72 |
Avg Bars in Winners | 78 | 100 | 66 | 78 | 100 | 66 |
Avg Bars in Losers | 103 | 111 | 86 | 103 | 111 | 86 |
Bars Traded | 6099 | 3645 | 2454 | 6099 | 3645 | 2454 |
Profit Streak | 0 | 140.8994 | 0 | 0 | 140.8994 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96177 | 439227 | 345962 | -102054 | -97996 | 712227 |
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{ "first_band": { "type": "tema", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 234, "offset": 0, "std": 3.50171 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 234, "offset": 0, "std": 3.50171 } } }
# | 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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