Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1266021.255 | 1270521.2079 | -4499.953 | 433891.3785 | 554069.5118 | -120178.1333 |
Total P&L (%) | 1266.0213 | 1270.5212 | -4.5 | 433.8914 | 554.0695 | -120.1781 |
Avg Daily Profit (%) | 0.6968 | 0.6992 | -0.0025 | 0.0922 | 0.1034 | 0 |
Buy And Hold Return (%) | 602.8429 | 602.8429 | 602.8429 | 602.8429 | 602.8429 | 602.8429 |
Max Trade Drawdown | -130191 | -144506 | -73683 | -1130970 | -1052382 | -354217 |
Profit Factor | 3.1039 | 4.2804 | 0.979 | 1.1223 | 1.2303 | 0.8949 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 42.8571 | 40 | 45.6522 | 42.8571 | 40 | 45.6522 |
Ratio Avg Win / Avg Loss | 4.1385 | 6.4206 | 1.1655 | 1.4963 | 1.8455 | 1.0653 |
Largest Winning Trade | 834812 | 834812 | 43667 | 630630 | 630630 | 169312 |
Largest Losing Trade | -61644 | -61644 | -32678 | -374826 | -374826 | -191349 |
Avg Bars in Trades | 112 | 190 | 35 | 112 | 190 | 35 |
Avg Bars in Winners | 143 | 255 | 48 | 143 | 255 | 48 |
Avg Bars in Losers | 88 | 147 | 24 | 88 | 147 | 24 |
Bars Traded | 10207 | 8576 | 1631 | 10207 | 8576 | 1631 |
Profit Streak | 0 | 76.8682 | 0 | 0 | 76.8682 | 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 | 340467 | 364861 | -580728 | -324188 | -222779 | -580728 |
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{ "first_band": { "type": "bbl", "factors": { "length": 34, "offset": 0, "std": 1.37666 } }, "second_band": { "type": "tema", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 34, "offset": 0, "std": 1.37666 } }, "second_band": { "type": "tema", "factors": { "length": 153, "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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