Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1067294.0945 | 988134.2539 | 79159.8406 | 2229624.2185 | 946033.2225 | 1283590.996 |
Total P&L (%) | 1067.2941 | 988.1343 | 79.1598 | 2229.6242 | 946.0332 | 1283.591 |
Avg Daily Profit (%) | 0.5737 | 0.5311 | 0.0425 | 0.1694 | 0.1263 | 0.1413 |
Buy And Hold Return (%) | 108.1911 | 108.1911 | 108.1911 | 108.1911 | 108.1911 | 108.1911 |
Max Trade Drawdown | -121408 | -59561 | -105342 | -1515617 | -965307 | -614528 |
Profit Factor | 2.9956 | 6.4672 | 1.2236 | 1.6202 | 1.4701 | 1.8111 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 51.4286 | 48.5714 | 54.2857 | 51.4286 | 48.5714 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.8292 | 6.8476 | 1.0304 | 1.5302 | 1.5565 | 1.5252 |
Largest Winning Trade | 649320 | 649320 | 77224 | 910276 | 786050 | 910276 |
Largest Losing Trade | -58750 | -32368 | -58750 | -778836 | -778836 | -366761 |
Avg Bars in Trades | 102 | 100 | 104 | 102 | 100 | 104 |
Avg Bars in Winners | 155 | 151 | 159 | 155 | 151 | 159 |
Avg Bars in Losers | 46 | 51 | 40 | 46 | 51 | 40 |
Bars Traded | 7176 | 3506 | 3670 | 7176 | 3506 | 3670 |
Profit Streak | 0 | 0 | 175.0611 | 0 | 0 | 175.0611 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81361 | 677909 | -300335 | -87471 | -22373 | 49133 |
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{ "first_band": { "type": "pwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 138, "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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