Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1095404.0519 | 1064182.1181 | 31221.9338 | 1747930.4926 | 1611838.6259 | 136091.8668 |
Total P&L (%) | 1095.4041 | 1064.1821 | 31.2219 | 1747.9305 | 1611.8386 | 136.0919 |
Avg Daily Profit (%) | 0.6043 | 0.587 | 0.0172 | 0.161 | 0.1568 | 0.0474 |
Buy And Hold Return (%) | 593.8114 | 593.8114 | 593.8114 | 593.8114 | 593.8114 | 593.8114 |
Max Trade Drawdown | -138584 | -93537 | -119887 | -691129 | -277016 | -606624 |
Profit Factor | 3.252 | 5.7368 | 1.1193 | 1.7981 | 2.7654 | 1.1066 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 45.9459 | 43.2432 | 48.6486 | 45.9459 | 43.2432 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.8259 | 7.5296 | 1.1815 | 2.1154 | 3.6296 | 1.168 |
Largest Winning Trade | 557946 | 557946 | 77681 | 602528 | 602528 | 523322 |
Largest Losing Trade | -46395 | -46395 | -44300 | -296511 | -145940 | -296511 |
Avg Bars in Trades | 140 | 134 | 146 | 140 | 134 | 146 |
Avg Bars in Winners | 215 | 208 | 221 | 215 | 208 | 221 |
Avg Bars in Losers | 76 | 77 | 76 | 76 | 77 | 76 |
Bars Traded | 10403 | 4965 | 5438 | 10403 | 4965 | 5438 |
Profit Streak | 56.8628 | 93.0294 | 56.8628 | 56.8628 | 93.0294 | 56.8628 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59588 | 336351 | -424894 | -61419 | 270633 | -398648 |
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{ "first_band": { "type": "tema", "factors": { "length": 67, "offset": 177 } }, "second_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 2.11642 } } }
# | 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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