Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374308.153 | 329707.5265 | 44600.6265 | 539060.04 | 591094.0845 | -52034.0445 |
Total P&L (%) | 374.3082 | 329.7075 | 44.6006 | 539.06 | 591.0941 | -52.034 |
Avg Daily Profit (%) | 0.2652 | 0.2336 | 0.0316 | 0.1315 | 0.1371 | -0.052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77672 | -103783 | -63257 | -418564 | -604944 | -381842 |
Profit Factor | 1.6937 | 1.8281 | 1.3154 | 1.2074 | 1.3154 | 0.9282 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 69.2913 | 66.6667 | 71.875 | 69.2913 | 66.6667 | 71.875 |
Ratio Avg Win / Avg Loss | 0.7506 | 0.9141 | 0.5147 | 0.5351 | 0.6577 | 0.3632 |
Largest Winning Trade | 49929 | 49929 | 15550 | 222845 | 222845 | 56169 |
Largest Losing Trade | -59633 | -59633 | -35810 | -258319 | -258319 | -227723 |
Avg Bars in Trades | 124 | 237 | 13 | 124 | 237 | 13 |
Avg Bars in Winners | 70 | 138 | 8 | 70 | 138 | 8 |
Avg Bars in Losers | 245 | 433 | 26 | 245 | 433 | 26 |
Bars Traded | 15796 | 14938 | 858 | 15796 | 14938 | 858 |
Profit Streak | 534.9516 | 536.2849 | 534.9516 | 534.9516 | 536.285 | 534.9516 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446645 | -135336 | -289455 | -15393 | -155062 | -716261 |
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{ "first_band": { "type": "tema", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 66, "offset": 0, "std": 1.59537 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 66, "offset": 0, "std": 1.59537 } } }
# | 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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