Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5930642.7822 | 6058279.2152 | -127636.433 | 134773.0428 | 529160.2495 | -394387.2066 |
Total P&L (%) | 5930.6428 | 6058.2792 | -127.6364 | 134.773 | 529.1602 | -394.3872 |
Avg Daily Profit (%) | 3.0197 | 3.0847 | -0.065 | 0.0435 | 0.0937 | 0 |
Buy And Hold Return (%) | 2571.831 | 2571.831 | 2571.831 | 2571.831 | 2571.831 | 2571.831 |
Max Trade Drawdown | -153144 | -88526 | -189822 | -618820 | -309788 | -486718 |
Profit Factor | 11.1677 | 23.4216 | 0.5923 | 1.1027 | 2.0727 | 0.5184 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 32.8358 | 41.1765 | 24.2424 | 32.8358 | 41.1765 | 24.2424 |
Ratio Avg Win / Avg Loss | 22.8429 | 33.4595 | 1.851 | 2.2555 | 2.961 | 1.62 |
Largest Winning Trade | 6122862 | 6122862 | 57228 | 669796 | 669796 | 91751 |
Largest Losing Trade | -60056 | -60056 | -36977 | -268530 | -172026 | -268530 |
Avg Bars in Trades | 82 | 81 | 83 | 82 | 81 | 83 |
Avg Bars in Winners | 163 | 143 | 198 | 163 | 143 | 198 |
Avg Bars in Losers | 43 | 38 | 46 | 43 | 38 | 46 |
Bars Traded | 5535 | 2772 | 2763 | 5535 | 2772 | 2763 |
Profit Streak | 0 | 0 | 598.9468 | 0 | 0 | 598.9468 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109180 | 565590 | -610595 | -535026 | -232755 | -610595 |
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{ "first_band": { "type": "pwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 241, "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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