Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2189003.4789 | 2061153.2425 | 127850.2364 | 11692862.5078 | 4316968.7837 | 7375893.7241 |
Total P&L (%) | 2189.0035 | 2061.1532 | 127.8502 | 11692.8625 | 4316.9688 | 7375.8937 |
Avg Daily Profit (%) | 1.163 | 1.095 | 0.0679 | 0.2537 | 0.2015 | 0.2295 |
Buy And Hold Return (%) | 397.3083 | 397.3083 | 397.3083 | 397.3083 | 397.3083 | 397.3083 |
Max Trade Drawdown | -111622 | -82125 | -56022 | -31899789 | -21595471 | -16961009 |
Profit Factor | 4.4193 | 7.0576 | 1.4263 | 1.1277 | 1.0846 | 1.1819 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 34.7107 | 27.8689 | 41.6667 | 34.7107 | 27.8689 | 41.6667 |
Ratio Avg Win / Avg Loss | 8.3126 | 18.2667 | 1.9968 | 2.1212 | 2.8073 | 1.6547 |
Largest Winning Trade | 1386664 | 1386664 | 57893 | 24731289 | 24731289 | 10991301 |
Largest Losing Trade | -18402 | -18196 | -18402 | -6532666 | -5693938 | -6532666 |
Avg Bars in Trades | 183 | 160 | 206 | 183 | 160 | 206 |
Avg Bars in Winners | 375 | 370 | 379 | 375 | 370 | 379 |
Avg Bars in Losers | 81 | 79 | 82 | 81 | 79 | 82 |
Bars Traded | 22188 | 9790 | 12398 | 22188 | 9790 | 12398 |
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 | 512344 | -158386 | -438750 | -76058 | -297412 | -183684 |
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{ "first_band": { "type": "sma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 231, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 231, "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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