Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865725.9921 | 683875.1576 | 181850.8345 | 2945349.7966 | -1118798.8041 | 4064148.6007 |
Total P&L (%) | 865.726 | 683.8752 | 181.8508 | 2945.3498 | -1118.7988 | 4064.1486 |
Avg Daily Profit (%) | 0.5383 | 0.4252 | 0.1131 | 0.2126 | 0 | 0.2321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93852 | -90504 | -66393 | -5674090 | -5959082 | -1579725 |
Profit Factor | 3.1455 | 3.8982 | 2.0854 | 1.2319 | 0.8733 | 2.0501 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 49.1228 | 44.8276 | 53.5714 | 49.1228 | 44.8276 | 53.5714 |
Ratio Avg Win / Avg Loss | 3.2578 | 4.7978 | 1.8073 | 1.2759 | 1.0748 | 1.7767 |
Largest Winning Trade | 437789 | 437789 | 57136 | 2569310 | 2015680 | 2569310 |
Largest Losing Trade | -44773 | -44773 | -39295 | -2924515 | -2924515 | -955855 |
Avg Bars in Trades | 80 | 81 | 78 | 80 | 81 | 78 |
Avg Bars in Winners | 89 | 87 | 90 | 89 | 87 | 90 |
Avg Bars in Losers | 71 | 77 | 64 | 71 | 77 | 64 |
Bars Traded | 4572 | 2377 | 2195 | 4572 | 2377 | 2195 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162901 | 535787 | -58676 | -172027 | -581177 | -8383 |
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{ "first_band": { "type": "tema", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 111, "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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