Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788686.1307 | 658679.8756 | 130006.2551 | 561509.2344 | 157340.7845 | 404168.4499 |
Total P&L (%) | 788.6861 | 658.6799 | 130.0063 | 561.5092 | 157.3408 | 404.1685 |
Avg Daily Profit (%) | 0.4932 | 0.4119 | 0.0813 | 0.1182 | 0.0591 | 0.1012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101750 | -98880 | -87065 | -807955 | -800917 | -812385 |
Profit Factor | 2.0321 | 2.5344 | 1.3882 | 1.117 | 1.0605 | 1.1839 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
Profitability (%) | 38.7597 | 29.2308 | 48.4375 | 38.7597 | 29.2308 | 48.4375 |
Ratio Avg Win / Avg Loss | 3.2107 | 6.1358 | 1.4778 | 1.7648 | 2.5675 | 1.2603 |
Largest Winning Trade | 436426 | 436426 | 55012 | 866857 | 866857 | 373047 |
Largest Losing Trade | -39437 | -36713 | -39437 | -315997 | -178158 | -315997 |
Avg Bars in Trades | 145 | 132 | 159 | 145 | 132 | 159 |
Avg Bars in Winners | 251 | 263 | 243 | 251 | 263 | 243 |
Avg Bars in Losers | 79 | 78 | 81 | 79 | 78 | 81 |
Bars Traded | 18833 | 8599 | 10234 | 18833 | 8599 | 10234 |
Profit Streak | 42.7972 | 42.7972 | 51.7138 | 42.7972 | 42.7972 | 51.7138 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409092 | -127894 | -223012 | -128535 | -409441 | -215319 |
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{ "first_band": { "type": "swma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 106, "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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