Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563310.7692 | 552122.3618 | 11188.4074 | -90681.8947 | -151346.9459 | 60665.0511 |
Total P&L (%) | 563.3108 | 552.1224 | 11.1884 | -90.6819 | -151.3469 | 60.6651 |
Avg Daily Profit (%) | 0.3783 | 0.3708 | 0.0075 | -0.1593 | 0 | 0.0318 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -291374 | -230157 | -126026 | -687629 | -463193 | -267515 |
Profit Factor | 1.4941 | 1.7972 | 1.025 | 0.9273 | 0.7953 | 1.1195 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 84 | 31 | 53 | 84 | 31 | 53 |
Losing Trades | 148 | 85 | 63 | 148 | 85 | 63 |
Profitability (%) | 36.2069 | 26.7241 | 45.6897 | 36.2069 | 26.7241 | 45.6897 |
Ratio Avg Win / Avg Loss | 2.6324 | 4.9279 | 1.2184 | 1.6338 | 2.1808 | 1.3307 |
Largest Winning Trade | 497917 | 497917 | 29524 | 328694 | 328694 | 105689 |
Largest Losing Trade | -85894 | -52763 | -85894 | -207897 | -165865 | -207897 |
Avg Bars in Trades | 24 | 31 | 17 | 24 | 31 | 17 |
Avg Bars in Winners | 37 | 52 | 28 | 37 | 52 | 28 |
Avg Bars in Losers | 17 | 24 | 8 | 17 | 24 | 8 |
Bars Traded | 5743 | 3681 | 2062 | 5743 | 3681 | 2062 |
Profit Streak | 18.4794 | 0 | 24.4794 | 18.4794 | 0 | 24.4794 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310782 | -9555 | -505725 | -581310 | -600461 | -241136 |
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{ "first_band": { "type": "tema", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 1.70939 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 1.70939 } } }
# | 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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