Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239338.814 | 189783.3455 | 49555.4685 | 373875.5271 | 215871.35 | 158004.1771 |
Total P&L (%) | 239.3388 | 189.7833 | 49.5555 | 373.8755 | 215.8714 | 158.0042 |
Avg Daily Profit (%) | 0.4595 | 0.3644 | 0.0951 | 0.2992 | 0.2211 | 0.1821 |
Buy And Hold Return (%) | 58.848 | 58.848 | 58.848 | 58.848 | 58.848 | 58.848 |
Max Trade Drawdown | -67322 | -67954 | -14711 | -336795 | -342577 | -51464 |
Profit Factor | 1.6748 | 1.7157 | 1.5535 | 1.3222 | 1.2345 | 1.6588 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 50.2703 | 46.7391 | 53.7634 | 50.2703 | 46.7391 | 53.7634 |
Ratio Avg Win / Avg Loss | 1.6568 | 1.9551 | 1.336 | 1.308 | 1.4068 | 1.4266 |
Largest Winning Trade | 94899 | 94899 | 8358 | 187305 | 187305 | 32153 |
Largest Losing Trade | -32912 | -32912 | -6629 | -201648 | -201648 | -27909 |
Avg Bars in Trades | 133 | 247 | 20 | 133 | 247 | 20 |
Avg Bars in Winners | 128 | 250 | 24 | 128 | 250 | 24 |
Avg Bars in Losers | 137 | 244 | 15 | 137 | 244 | 15 |
Bars Traded | 24636 | 22756 | 1880 | 24636 | 22756 | 1880 |
Profit Streak | 2.4775 | 0 | 5.79 | 2.4775 | 0 | 5.79 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347316 | 259963 | -229496 | 253988 | 101603 | 241201 |
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{ "first_band": { "type": "tema", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 31, "offset": 219, "std": 2.77676 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 31, "offset": 219, "std": 2.77676 } } }
# | 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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