Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007305.2043 | 1154153.0633 | -146847.859 | -34671.3246 | 1005265.3577 | -1039936.6823 |
Total P&L (%) | 1007.3052 | 1154.1531 | -146.8479 | -34.6713 | 1005.2654 | -1039.9367 |
Avg Daily Profit (%) | 0.4835 | 0.554 | -0.0705 | -0.0204 | 0.1154 | 0 |
Buy And Hold Return (%) | 372.5129 | 372.5129 | 372.5129 | 372.5129 | 372.5129 | 372.5129 |
Max Trade Drawdown | -275406 | -220784 | -115945 | -3494181 | -2595608 | -1009034 |
Profit Factor | 2.5108 | 3.4571 | 0.2546 | 0.9932 | 1.2588 | 0.16 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Losing Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Profitability (%) | 30.1075 | 39.1304 | 21.2766 | 30.1075 | 39.1304 | 21.2766 |
Ratio Avg Win / Avg Loss | 5.8287 | 5.3777 | 0.9419 | 2.3057 | 1.9581 | 0.592 |
Largest Winning Trade | 966293 | 966293 | 17774 | 3222843 | 3222843 | 58681 |
Largest Losing Trade | -45377 | -45377 | -30902 | -1081677 | -1081677 | -285409 |
Avg Bars in Trades | 261 | 498 | 28 | 261 | 498 | 28 |
Avg Bars in Winners | 486 | 734 | 41 | 486 | 734 | 41 |
Avg Bars in Losers | 163 | 346 | 25 | 163 | 346 | 25 |
Bars Traded | 24280 | 22928 | 1353 | 24280 | 22928 | 1353 |
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 | 157854 | 377936 | -626922 | -585488 | -45119 | -626922 |
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{ "first_band": { "type": "bbl", "factors": { "length": 78, "offset": 0, "std": 1.44579 } }, "second_band": { "type": "tema", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 78, "offset": 0, "std": 1.44579 } }, "second_band": { "type": "tema", "factors": { "length": 118, "offset": 0 } } }
# | 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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