Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 725654.8983 | 544672.1392 | 180982.7592 | 1443137.8183 | 1529012.8492 | -85875.0309 |
Total P&L (%) | 725.6549 | 544.6721 | 180.9828 | 1443.1378 | 1529.0128 | -85.875 |
Avg Daily Profit (%) | 0.3815 | 0.2864 | 0.0952 | 0.144 | 0.1468 | -0.1029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104446 | -149212 | -67405 | -5174091 | -4906150 | -2176849 |
Profit Factor | 2.0533 | 2.4226 | 1.5914 | 1.0917 | 1.178 | 0.988 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 46.789 | 40 | 53.7037 | 46.789 | 40 | 53.7037 |
Ratio Avg Win / Avg Loss | 2.3351 | 3.6339 | 1.3719 | 1.2416 | 1.7671 | 0.8517 |
Largest Winning Trade | 264906 | 264906 | 55861 | 4284782 | 4284782 | 1213846 |
Largest Losing Trade | -50574 | -35629 | -50574 | -1533475 | -1285244 | -1533475 |
Avg Bars in Trades | 67 | 62 | 73 | 67 | 62 | 73 |
Avg Bars in Winners | 108 | 108 | 107 | 108 | 108 | 107 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 7406 | 3430 | 3976 | 7406 | 3430 | 3976 |
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 | 451202 | -170552 | -243645 | -121031 | -204145 | -760353 |
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{ "first_band": { "type": "pwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 76, "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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