Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1363574.215 | 1289154.779 | 74419.436 | 3800288.3509 | 2159419.7601 | 1640868.5908 |
Total P&L (%) | 1363.5742 | 1289.1548 | 74.4194 | 3800.2884 | 2159.4198 | 1640.8686 |
Avg Daily Profit (%) | 0.5452 | 0.5155 | 0.0298 | 0.1466 | 0.1247 | 0.1143 |
Buy And Hold Return (%) | 483.3743 | 483.3743 | 483.3743 | 483.3743 | 483.3743 | 483.3743 |
Max Trade Drawdown | -116953 | -70451 | -101056 | -11392377 | -6881354 | -9040065 |
Profit Factor | 3.3831 | 5.6385 | 1.2529 | 1.1168 | 1.1156 | 1.1183 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 36.7089 | 35 | 38.4615 | 36.7089 | 35 | 38.4615 |
Ratio Avg Win / Avg Loss | 5.8329 | 10.4716 | 2.0046 | 1.9255 | 2.0719 | 1.7893 |
Largest Winning Trade | 849425 | 849425 | 61549 | 5201995 | 5201995 | 4346743 |
Largest Losing Trade | -34620 | -33165 | -34620 | -3318053 | -2991756 | -3318053 |
Avg Bars in Trades | 123 | 113 | 133 | 123 | 113 | 133 |
Avg Bars in Winners | 234 | 233 | 235 | 234 | 233 | 235 |
Avg Bars in Losers | 58 | 48 | 69 | 58 | 48 | 69 |
Bars Traded | 9725 | 4536 | 5189 | 9725 | 4536 | 5189 |
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 | -22259 | 352255 | -322468 | -124356 | -125907 | -136526 |
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{ "first_band": { "type": "pwma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 79, "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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