Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630975.7265 | 382679.1678 | 248296.5587 | 3643793.7547 | 2450422.6399 | 1193371.1147 |
Total P&L (%) | 630.9757 | 382.6792 | 248.2966 | 3643.7938 | 2450.4226 | 1193.3711 |
Avg Daily Profit (%) | 0.3743 | 0.227 | 0.1473 | 0.2152 | 0.1923 | 0.152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77222 | -80497 | -55932 | -4468442 | -1581180 | -3090199 |
Profit Factor | 2.3337 | 2.3248 | 2.3477 | 1.3587 | 1.4854 | 1.2336 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 40.5405 | 33.9286 | 47.2727 | 40.5405 | 33.9286 | 47.2727 |
Ratio Avg Win / Avg Loss | 3.4228 | 4.5273 | 2.6186 | 1.9928 | 2.8925 | 1.3759 |
Largest Winning Trade | 220885 | 220885 | 51326 | 2341847 | 2341847 | 1138457 |
Largest Losing Trade | -17253 | -17253 | -15547 | -955332 | -955332 | -841404 |
Avg Bars in Trades | 179 | 159 | 199 | 179 | 159 | 199 |
Avg Bars in Winners | 312 | 310 | 314 | 312 | 310 | 314 |
Avg Bars in Losers | 89 | 82 | 97 | 89 | 82 | 97 |
Bars Traded | 19940 | 8955 | 10985 | 19940 | 8955 | 10985 |
Profit Streak | 44.5566 | 44.5566 | 53.8899 | 44.5566 | 44.5566 | 53.8899 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416733 | -173749 | -172480 | 263692 | -175728 | -173248 |
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{ "first_band": { "type": "sma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 97, "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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