Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1488880.4896 | 1379999.8917 | 108880.5979 | 7262412.7936 | 3468414.3665 | 3793998.427 |
Total P&L (%) | 1488.8805 | 1379.9999 | 108.8806 | 7262.4128 | 3468.4144 | 3793.9984 |
Avg Daily Profit (%) | 0.6719 | 0.6227 | 0.0491 | 0.1942 | 0.1614 | 0.1654 |
Buy And Hold Return (%) | 458.3333 | 458.3333 | 458.3333 | 458.3333 | 458.3333 | 458.3333 |
Max Trade Drawdown | -152399 | -80905 | -134214 | -12959617 | -12279413 | -5110289 |
Profit Factor | 2.2697 | 3.4017 | 1.1821 | 1.1152 | 1.1026 | 1.1298 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Losing Trades | 191 | 99 | 92 | 191 | 99 | 92 |
Profitability (%) | 34.3643 | 32.1918 | 36.5517 | 34.3643 | 32.1918 | 36.5517 |
Ratio Avg Win / Avg Loss | 4.3351 | 7.1653 | 2.0519 | 2.1301 | 2.3225 | 1.9611 |
Largest Winning Trade | 930903 | 930903 | 46371 | 8938745 | 8938745 | 2986531 |
Largest Losing Trade | -21946 | -13419 | -21946 | -2177851 | -2177851 | -1452885 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 42 | 42 | 41 | 42 | 42 | 41 |
Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
Bars Traded | 6586 | 3197 | 3389 | 6586 | 3197 | 3389 |
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 | 331940 | 296626 | -317342 | -88974 | -105654 | -74027 |
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{ "first_band": { "type": "sma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 13, "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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