Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1260982.9293 | 1213960.6201 | 47022.3091 | 2965119.3614 | 3111508.5792 | -146389.2179 |
Total P&L (%) | 1260.9829 | 1213.9606 | 47.0223 | 2965.1194 | 3111.5086 | -146.3892 |
Avg Daily Profit (%) | 0.6959 | 0.67 | 0.026 | 0.1891 | 0.1916 | 0 |
Buy And Hold Return (%) | 496.816 | 496.816 | 496.816 | 496.816 | 496.816 | 496.816 |
Max Trade Drawdown | -126580 | -72044 | -74820 | -3671987 | -2018435 | -1931233 |
Profit Factor | 3.3897 | 6.4416 | 1.1544 | 1.2638 | 1.6576 | 0.9775 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 33.7662 | 31.5789 | 35.8974 | 33.7662 | 31.5789 | 35.8974 |
Ratio Avg Win / Avg Loss | 6.6491 | 13.9569 | 2.0614 | 2.4789 | 3.5914 | 1.7456 |
Largest Winning Trade | 626094 | 626094 | 75737 | 3328372 | 3328372 | 1857819 |
Largest Losing Trade | -35342 | -27698 | -35342 | -1144042 | -1144042 | -837632 |
Avg Bars in Trades | 137 | 130 | 144 | 137 | 130 | 144 |
Avg Bars in Winners | 266 | 243 | 286 | 266 | 243 | 286 |
Avg Bars in Losers | 72 | 78 | 65 | 72 | 78 | 65 |
Bars Traded | 10624 | 4977 | 5648 | 10624 | 4977 | 5648 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37353 | 341988 | -379039 | -44360 | 124690 | -583463 |
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{ "first_band": { "type": "bbm", "factors": { "length": 117, "offset": 0, "std": 3.75706 } }, "second_band": { "type": "tema", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 117, "offset": 0, "std": 3.75706 } }, "second_band": { "type": "tema", "factors": { "length": 143, "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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