Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303082.9923 | 311396.097 | -8313.1047 | 128519.5926 | 124653.47 | 3866.1227 |
Total P&L (%) | 303.083 | 311.3961 | -8.3131 | 128.5196 | 124.6535 | 3.8661 |
Avg Daily Profit (%) | 0.2427 | 0.2494 | -0.0067 | 0.0662 | 0.0648 | 0.003 |
Buy And Hold Return (%) | 17.3521 | 17.3521 | 17.3521 | 17.3521 | 17.3521 | 17.3521 |
Max Trade Drawdown | -107832 | -45475 | -113719 | -263080 | -69695 | -217203 |
Profit Factor | 1.3787 | 2.2965 | 0.9852 | 1.1237 | 1.3728 | 1.0055 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 103 | 47 | 56 | 97 | 47 | 50 |
Losing Trades | 63 | 36 | 27 | 69 | 36 | 33 |
Profitability (%) | 62.0482 | 56.6265 | 67.4699 | 58.4337 | 56.6265 | 60.241 |
Ratio Avg Win / Avg Loss | 0.8433 | 1.759 | 0.475 | 0.7993 | 1.0515 | 0.6636 |
Largest Winning Trade | 60991 | 60991 | 24086 | 170876 | 77367 | 170876 |
Largest Losing Trade | -157894 | -23694 | -157894 | -188288 | -60950 | -188288 |
Avg Bars in Trades | 28 | 26 | 31 | 28 | 26 | 31 |
Avg Bars in Winners | 20 | 17 | 23 | 21 | 20 | 23 |
Avg Bars in Losers | 42 | 37 | 48 | 38 | 33 | 43 |
Bars Traded | 4785 | 2184 | 2601 | 4785 | 2184 | 2601 |
Profit Streak | 27.3361 | 27.3361 | 53.5861 | 27.3361 | 27.3361 | 53.5861 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399422 | 512396 | -577160 | -186931 | -104010 | -568012 |
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{ "first_band": { "type": "swma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 128, "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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