Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785516.9385 | 704702.8641 | 80814.0743 | 5024828.9941 | 4838027.7936 | 186801.2006 |
Total P&L (%) | 785.5169 | 704.7029 | 80.8141 | 5024.829 | 4838.0278 | 186.8012 |
Avg Daily Profit (%) | 0.3142 | 0.2818 | 0.0323 | 0.1576 | 0.1561 | 0.0421 |
Buy And Hold Return (%) | 929.6625 | 929.6625 | 929.6625 | 929.6625 | 929.6625 | 929.6625 |
Max Trade Drawdown | -73528 | -54609 | -74543 | -966676 | -726375 | -996834 |
Profit Factor | 3.0186 | 5.2355 | 1.3628 | 2.4701 | 4.2917 | 1.0959 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 54.9296 | 58.3333 | 51.4286 | 54.9296 | 58.3333 | 51.4286 |
Ratio Avg Win / Avg Loss | 2.4768 | 3.7397 | 1.2871 | 2.0268 | 3.0655 | 1.035 |
Largest Winning Trade | 302398 | 302398 | 54502 | 2388876 | 2388876 | 376520 |
Largest Losing Trade | -52648 | -34924 | -52648 | -663273 | -385892 | -663273 |
Avg Bars in Trades | 99 | 98 | 100 | 99 | 98 | 100 |
Avg Bars in Winners | 121 | 109 | 135 | 121 | 109 | 135 |
Avg Bars in Losers | 72 | 82 | 63 | 72 | 82 | 63 |
Bars Traded | 7066 | 3543 | 3523 | 7066 | 3543 | 3523 |
Profit Streak | 304.6643 | 343.6643 | 304.6643 | 304.6643 | 343.6643 | 304.6643 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -239928 | -146631 | -313499 | -77610 | 582570 | -415917 |
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{ "first_band": { "type": "tema", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 186, "offset": 0, "std": 4.10377 } } }
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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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