Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561480.3219 | 406282.286 | 155198.0359 | 691491.0376 | 981384.4155 | -289893.3779 |
Total P&L (%) | 561.4803 | 406.2823 | 155.198 | 691.491 | 981.3844 | -289.8934 |
Avg Daily Profit (%) | 0.2952 | 0.2136 | 0.0816 | 0.1088 | 0.1252 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76311 | -123686 | -92819 | -1965497 | -2352652 | -2063611 |
Profit Factor | 2.0556 | 2.4477 | 1.6177 | 1.0947 | 1.2695 | 0.9208 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 45.1613 | 41.9355 | 48.3871 | 45.1613 | 41.9355 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.4961 | 3.3892 | 1.7255 | 1.3293 | 1.7577 | 0.9822 |
Largest Winning Trade | 199928 | 199928 | 62390 | 1363509 | 1363509 | 868201 |
Largest Losing Trade | -40069 | -39921 | -40069 | -1025655 | -799213 | -1025655 |
Avg Bars in Trades | 86 | 92 | 80 | 86 | 92 | 80 |
Avg Bars in Winners | 111 | 113 | 110 | 111 | 113 | 110 |
Avg Bars in Losers | 66 | 78 | 52 | 66 | 78 | 52 |
Bars Traded | 5383 | 2879 | 2504 | 5383 | 2879 | 2504 |
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 | -147622 | 332107 | -81633 | -324067 | -27581 | -581445 |
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{ "first_band": { "type": "tema", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 2.76894 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 2.76894 } } }
# | 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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