Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555277.9098 | 332265.684 | 223012.2258 | 1441920.9528 | -2996953.5175 | 4438874.4703 |
Total P&L (%) | 555.2779 | 332.2657 | 223.0122 | 1441.921 | -2996.9535 | 4438.8745 |
Avg Daily Profit (%) | 0.2918 | 0.1746 | 0.1172 | 0.1438 | 0 | 0.2007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160634 | -132169 | -36335 | -10939612 | -10166723 | -1419643 |
Profit Factor | 1.6362 | 1.5049 | 2.0385 | 1.0511 | 0.8746 | 2.0283 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 196 | 101 | 95 | 196 | 101 | 95 |
Losing Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Profitability (%) | 76.2646 | 78.9063 | 73.6434 | 76.2646 | 78.9063 | 73.6434 |
Ratio Avg Win / Avg Loss | 0.5092 | 0.4023 | 0.7296 | 0.3271 | 0.2338 | 0.7259 |
Largest Winning Trade | 23548 | 23548 | 17458 | 1284214 | 1284214 | 535454 |
Largest Losing Trade | -71296 | -71296 | -20306 | -4735830 | -4735830 | -897004 |
Avg Bars in Trades | 43 | 76 | 11 | 43 | 76 | 11 |
Avg Bars in Winners | 16 | 24 | 7 | 16 | 24 | 7 |
Avg Bars in Losers | 131 | 270 | 21 | 131 | 270 | 21 |
Bars Traded | 11252 | 9789 | 1463 | 11252 | 9789 | 1463 |
Profit Streak | 7.9254 | 0 | 69.4254 | 7.9254 | 0 | 69.4254 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524409 | 391805 | -30527 | -161161 | -576967 | 506295 |
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{ "first_band": { "type": "tema", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 177, "offset": 0, "std": 1.73797 } } }
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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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