Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1286223.227 | 1269445.7676 | 16777.4594 | 689526.1665 | 724057.4774 | -34531.3109 |
Total P&L (%) | 1286.2232 | 1269.4458 | 16.7775 | 689.5262 | 724.0575 | -34.5313 |
Avg Daily Profit (%) | 0.709 | 0.6997 | 0.0092 | 0.114 | 0.1163 | -0.0233 |
Buy And Hold Return (%) | 557.7618 | 557.7618 | 557.7618 | 557.7618 | 557.7618 | 557.7618 |
Max Trade Drawdown | -124285 | -139815 | -39028 | -3073216 | -3259487 | -412544 |
Profit Factor | 2.6124 | 2.9239 | 1.1217 | 1.0499 | 1.0624 | 0.9843 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 40.9396 | 35.1351 | 46.6667 | 40.9396 | 35.1351 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.7687 | 5.3979 | 1.2819 | 1.5146 | 1.9613 | 1.125 |
Largest Winning Trade | 790343 | 790343 | 24543 | 2450245 | 2450245 | 452138 |
Largest Losing Trade | -39845 | -39845 | -13139 | -697217 | -697217 | -172504 |
Avg Bars in Trades | 45 | 88 | 3 | 45 | 88 | 3 |
Avg Bars in Winners | 66 | 148 | 5 | 66 | 148 | 5 |
Avg Bars in Losers | 31 | 55 | 2 | 31 | 55 | 2 |
Bars Traded | 6813 | 6537 | 276 | 6813 | 6537 | 276 |
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 | 338106 | -57396 | -490915 | -300377 | -331379 | -637087 |
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{ "first_band": { "type": "bbl", "factors": { "length": 250, "offset": 0, "std": 2.22447 } }, "second_band": { "type": "tema", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 250, "offset": 0, "std": 2.22447 } }, "second_band": { "type": "tema", "factors": { "length": 7, "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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