Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 938081.2954 | 916048.0758 | 22033.2196 | 17516169.6269 | 17569971.0656 | -53801.4387 |
Total P&L (%) | 938.0813 | 916.0481 | 22.0332 | 17516.1696 | 17569.9711 | -53.8014 |
Avg Daily Profit (%) | 0.5047 | 0.4928 | 0.0119 | 0.2786 | 0.2788 | -0.0415 |
Buy And Hold Return (%) | 7222.3443 | 7222.3443 | 7222.3443 | 7222.3443 | 7222.3443 | 7222.3443 |
Max Trade Drawdown | -145277 | -145103 | -20850 | -15792456 | -15759768 | -1225867 |
Profit Factor | 4.4872 | 5.3285 | 1.384 | 1.632 | 1.6997 | 0.9794 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 19 | 7 | 12 | 19 | 7 | 12 |
Profitability (%) | 71.6418 | 78.7879 | 64.7059 | 71.6418 | 78.7879 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.7762 | 1.4346 | 0.7549 | 0.646 | 0.4576 | 0.5342 |
Largest Winning Trade | 182154 | 182154 | 10562 | 5686874 | 5686874 | 368005 |
Largest Losing Trade | -85553 | -85553 | -10270 | -14509737 | -14509737 | -585001 |
Avg Bars in Trades | 316 | 629 | 13 | 316 | 629 | 13 |
Avg Bars in Winners | 203 | 367 | 9 | 203 | 367 | 9 |
Avg Bars in Losers | 604 | 1606 | 20 | 604 | 1606 | 20 |
Bars Traded | 21238 | 20786 | 452 | 21238 | 20786 | 452 |
Profit Streak | 0 | 64.248 | 0 | 0 | 64.248 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -265911 | -144046 | -341682 | -113226 | 338970 | -578611 |
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{ "first_band": { "type": "tema", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 150, "offset": 0, "std": 2.48635 } } }
# | 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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