Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2048657.9968 | 1883813.7376 | 164844.2591 | 17695737.0838 | 24321498.2399 | -6625761.1561 |
Total P&L (%) | 2048.658 | 1883.8137 | 164.8443 | 17695.7371 | 24321.4982 | -6625.7612 |
Avg Daily Profit (%) | 0.9084 | 0.8353 | 0.0731 | 0.23 | 0.2441 | 0 |
Buy And Hold Return (%) | 191.875 | 191.875 | 191.875 | 191.875 | 191.875 | 191.875 |
Max Trade Drawdown | -113565 | -94367 | -83348 | -61676176 | -42237230 | -39400134 |
Profit Factor | 2.7832 | 4.4125 | 1.2762 | 1.0479 | 1.1332 | 0.9645 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Losing Trades | 158 | 81 | 77 | 158 | 81 | 77 |
Profitability (%) | 43.5714 | 42.1429 | 45 | 43.5714 | 42.1429 | 45 |
Ratio Avg Win / Avg Loss | 3.6044 | 6.0578 | 1.5598 | 1.3571 | 1.5557 | 1.1788 |
Largest Winning Trade | 1433637 | 1433637 | 61080 | 31834885 | 31834885 | 17427062 |
Largest Losing Trade | -36024 | -23551 | -36024 | -14260124 | -12217670 | -14260124 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 50 | 45 | 54 | 50 | 45 | 54 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 8891 | 4036 | 4855 | 8891 | 4036 | 4855 |
Profit Streak | 0 | 0 | 15.4126 | 0 | 0 | 15.4126 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 631304 | 633590 | -261620 | -160555 | -67475 | -580656 |
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{ "first_band": { "type": "pwma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 95, "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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