Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237045.421 | -20.6436 | 237066.0646 | -26067.2029 | -48293.3408 | 22226.1379 |
Total P&L (%) | 237.0454 | -0.0206 | 237.0661 | -26.0672 | -48.2933 | 22.2261 |
Avg Daily Profit (%) | 0.1555 | 0 | 0.1555 | -0.0198 | -0.0433 | 0.0132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151801 | -69933 | -146827 | -384314 | -118543 | -398347 |
Profit Factor | 1.4105 | 0.9999 | 1.6828 | 0.9718 | 0.8472 | 1.0366 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 61.7886 | 54.8387 | 68.8525 | 61.7886 | 54.8387 | 68.8525 |
Ratio Avg Win / Avg Loss | 0.8723 | 0.8235 | 0.7613 | 0.601 | 0.6977 | 0.4689 |
Largest Winning Trade | 44234 | 16740 | 44234 | 74311 | 43831 | 74311 |
Largest Losing Trade | -80311 | -27411 | -80311 | -253327 | -57272 | -253327 |
Avg Bars in Trades | 23 | 9 | 37 | 23 | 9 | 37 |
Avg Bars in Winners | 23 | 9 | 35 | 23 | 9 | 35 |
Avg Bars in Losers | 23 | 10 | 41 | 23 | 10 | 41 |
Bars Traded | 2891 | 612 | 2279 | 2891 | 612 | 2279 |
Profit Streak | 0 | 0 | 38.1759 | 0 | 0 | 38.1759 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304762 | -734053 | -151039 | -578645 | -734053 | -521330 |
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{ "first_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 1.61474 } }, "second_band": { "type": "tema", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 1.61474 } }, "second_band": { "type": "tema", "factors": { "length": 91, "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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