Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 911392.6746 | 784652.6574 | 126740.0172 | 7978282.1185 | 6100559.2344 | 1877722.8841 |
Total P&L (%) | 911.3927 | 784.6527 | 126.74 | 7978.2821 | 6100.5592 | 1877.7229 |
Avg Daily Profit (%) | 0.4999 | 0.4304 | 0.0695 | 0.2412 | 0.2266 | 0.1638 |
Buy And Hold Return (%) | 104.016 | 104.016 | 104.016 | 104.016 | 104.016 | 104.016 |
Max Trade Drawdown | -73292 | -34528 | -64683 | -3884389 | -2540842 | -2618885 |
Profit Factor | 3.2009 | 5.4806 | 1.5303 | 1.553 | 1.9411 | 1.2363 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 34.8315 | 31.8182 | 37.7778 | 34.8315 | 31.8182 | 37.7778 |
Ratio Avg Win / Avg Loss | 5.9888 | 11.7442 | 2.5206 | 2.9056 | 4.1594 | 2.0363 |
Largest Winning Trade | 343833 | 343833 | 72675 | 4606648 | 4606648 | 3752414 |
Largest Losing Trade | -17053 | -13889 | -17053 | -1526665 | -1070892 | -1526665 |
Avg Bars in Trades | 78 | 72 | 85 | 78 | 72 | 85 |
Avg Bars in Winners | 178 | 172 | 183 | 178 | 172 | 183 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 7020 | 3195 | 3825 | 7020 | 3195 | 3825 |
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 | 398058 | 401103 | -200017 | 196894 | 177822 | 138506 |
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{ "first_band": { "type": "sma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 16, "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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