Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599938.2771 | 363697.83 | 236240.4471 | 1490900.5292 | -448270.3444 | 1939170.8735 |
Total P&L (%) | 599.9383 | 363.6978 | 236.2404 | 1490.9005 | -448.2703 | 1939.1709 |
Avg Daily Profit (%) | 0.3306 | 0.2004 | 0.1302 | 0.1526 | 0 | 0.1663 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66788 | -68560 | -36398 | -1474663 | -1754451 | -780457 |
Profit Factor | 2.2258 | 2.1723 | 2.3184 | 1.1852 | 0.911 | 1.644 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 36 | 12 | 24 | 36 | 12 | 24 |
Losing Trades | 56 | 34 | 22 | 56 | 34 | 22 |
Profitability (%) | 39.1304 | 26.087 | 52.1739 | 39.1304 | 26.087 | 52.1739 |
Ratio Avg Win / Avg Loss | 3.4623 | 6.1548 | 2.1252 | 1.8437 | 2.5812 | 1.507 |
Largest Winning Trade | 296435 | 296435 | 69280 | 1174718 | 1174718 | 887131 |
Largest Losing Trade | -33243 | -19448 | -33243 | -623392 | -596208 | -623392 |
Avg Bars in Trades | 116 | 95 | 137 | 116 | 95 | 137 |
Avg Bars in Winners | 202 | 205 | 200 | 202 | 205 | 200 |
Avg Bars in Losers | 60 | 56 | 67 | 60 | 56 | 67 |
Bars Traded | 10678 | 4375 | 6303 | 10678 | 4375 | 6303 |
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 | 338690 | -13193 | -14473 | -12017 | -602950 | 403849 |
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{ "first_band": { "type": "sma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 113, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 113, "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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