Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2409989.2138 | 2223065.7463 | 186923.4675 | 34280001.1434 | -12735830.5865 | 47015831.7299 |
Total P&L (%) | 2409.9892 | 2223.0657 | 186.9235 | 34280.0011 | -12735.8306 | 47015.8317 |
Avg Daily Profit (%) | 1.3469 | 1.2424 | 0.1045 | 0.3269 | 0 | 0.3446 |
Buy And Hold Return (%) | 286.0892 | 286.0892 | 286.0892 | 286.0892 | 286.0892 | 286.0892 |
Max Trade Drawdown | -82332 | -63487 | -35619 | -47806863 | -46444936 | -21645272 |
Profit Factor | 7.4591 | 12.3115 | 2.0586 | 1.2142 | 0.8601 | 1.6817 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 22 | 7 | 15 | 22 | 7 | 15 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 32.3529 | 20.5882 | 44.1176 | 32.3529 | 20.5882 | 44.1176 |
Ratio Avg Win / Avg Loss | 15.5963 | 47.4872 | 2.6075 | 2.5389 | 3.3176 | 2.1302 |
Largest Winning Trade | 1154794 | 1154794 | 69283 | 32286006 | 19444285 | 32286006 |
Largest Losing Trade | -21397 | -21397 | -19426 | -12106430 | -9365214 | -12106430 |
Avg Bars in Trades | 152 | 121 | 183 | 152 | 121 | 183 |
Avg Bars in Winners | 347 | 361 | 340 | 347 | 361 | 340 |
Avg Bars in Losers | 59 | 59 | 59 | 59 | 59 | 59 |
Bars Traded | 10364 | 4128 | 6236 | 10364 | 4128 | 6236 |
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 | -98471 | -27198 | -217687 | -110846 | -627276 | 365569 |
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{ "first_band": { "type": "sma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 71, "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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