Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190851.2907 | 306561.6911 | -115710.4004 | -99006.6153 | 22919.1951 | -121925.8104 |
Total P&L (%) | 190.8513 | 306.5617 | -115.7104 | -99.0066 | 22.9192 | -121.9258 |
Avg Daily Profit (%) | 0.0989 | 0.1588 | -0.0599 | -0.2386 | 0.0107 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221602 | -181179 | -209232 | -405421 | -113279 | -332111 |
Profit Factor | 1.1445 | 1.3739 | 0.7688 | 0.8676 | 1.0718 | 0.7156 |
Total Trades | 397 | 198 | 199 | 397 | 198 | 199 |
Winning Trades | 307 | 167 | 140 | 263 | 140 | 123 |
Losing Trades | 90 | 31 | 59 | 134 | 58 | 76 |
Profitability (%) | 77.33 | 84.3434 | 70.3518 | 66.2469 | 70.7071 | 61.809 |
Ratio Avg Win / Avg Loss | 0.3355 | 0.255 | 0.324 | 0.4421 | 0.444 | 0.4422 |
Largest Winning Trade | 63859 | 63859 | 17780 | 171827 | 56757 | 171827 |
Largest Losing Trade | -114921 | -67186 | -114921 | -272969 | -90194 | -272969 |
Avg Bars in Trades | 28 | 53 | 3 | 28 | 53 | 3 |
Avg Bars in Winners | 11 | 20 | 1 | 14 | 25 | 2 |
Avg Bars in Losers | 85 | 234 | 6 | 55 | 121 | 5 |
Bars Traded | 11321 | 10662 | 659 | 11321 | 10662 | 659 |
Profit Streak | 27.2221 | 50.0554 | 27.2221 | 27.2221 | 50.0554 | 27.2221 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117275 | 456896 | -576834 | -575305 | -322016 | -577942 |
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{ "first_band": { "type": "tema", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 63, "offset": 0, "std": 2.13725 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 63, "offset": 0, "std": 2.13725 } } }
# | 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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