Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1221691.3506 | 1041405.2817 | 180286.0689 | 8949682.0966 | 7269312.9646 | 1680369.132 |
Total P&L (%) | 1221.6914 | 1041.4053 | 180.2861 | 8949.6821 | 7269.313 | 1680.3691 |
Avg Daily Profit (%) | 0.5866 | 0.5001 | 0.0866 | 0.2166 | 0.2067 | 0.1384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153600 | -124482 | -153317 | -46320569 | -34607199 | -12205300 |
Profit Factor | 2.1182 | 2.8723 | 1.3362 | 1.0937 | 1.1343 | 1.0406 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 122 | 64 | 58 | 122 | 64 | 58 |
Profitability (%) | 39 | 36 | 42 | 39 | 36 | 42 |
Ratio Avg Win / Avg Loss | 3.3131 | 5.1063 | 1.8452 | 1.7107 | 2.0166 | 1.437 |
Largest Winning Trade | 490946 | 490946 | 60485 | 32789505 | 32789505 | 8836728 |
Largest Losing Trade | -29481 | -23780 | -29481 | -8457848 | -8457848 | -8130414 |
Avg Bars in Trades | 123 | 119 | 128 | 123 | 119 | 128 |
Avg Bars in Winners | 218 | 222 | 214 | 218 | 222 | 214 |
Avg Bars in Losers | 63 | 61 | 65 | 63 | 61 | 65 |
Bars Traded | 24724 | 11924 | 12800 | 24724 | 11924 | 12800 |
Profit Streak | 0 | 0 | 23.4176 | 0 | 0 | 23.4176 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437036 | 372739 | -78817 | -111355 | -69270 | -186610 |
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{ "first_band": { "type": "bbm", "factors": { "length": 127, "offset": 0, "std": 2.27926 } }, "second_band": { "type": "tema", "factors": { "length": 86, "offset": 0 } } }
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# | 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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