Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 930691.4381 | 822912.8669 | 107778.5712 | 3631950.5579 | 1635122.1643 | 1996828.3936 |
Total P&L (%) | 930.6914 | 822.9129 | 107.7786 | 3631.9506 | 1635.1222 | 1996.8284 |
Avg Daily Profit (%) | 0.4964 | 0.4389 | 0.0575 | 0.1933 | 0.1523 | 0.1624 |
Buy And Hold Return (%) | 220.1726 | 220.1726 | 220.1726 | 220.1726 | 220.1726 | 220.1726 |
Max Trade Drawdown | -93846 | -59609 | -111737 | -4252217 | -3470358 | -1854783 |
Profit Factor | 2.2186 | 3.161 | 1.2814 | 1.1821 | 1.1481 | 1.2244 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 110 | 59 | 51 | 110 | 59 | 51 |
Profitability (%) | 37.1429 | 32.9545 | 41.3793 | 37.1429 | 32.9545 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.7545 | 6.431 | 1.8154 | 2.0006 | 2.3357 | 1.7346 |
Largest Winning Trade | 436704 | 436704 | 57825 | 3301083 | 3301083 | 1520296 |
Largest Losing Trade | -18934 | -14409 | -18934 | -975887 | -975887 | -695804 |
Avg Bars in Trades | 126 | 113 | 139 | 126 | 113 | 139 |
Avg Bars in Winners | 247 | 236 | 256 | 247 | 236 | 256 |
Avg Bars in Losers | 55 | 53 | 57 | 55 | 53 | 57 |
Bars Traded | 22183 | 10018 | 12164 | 22183 | 10018 | 12164 |
Profit Streak | 25.8941 | 26.0608 | 0 | 25.8941 | 26.0608 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332345 | 261345 | -284523 | -14620 | -55303 | 171929 |
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{ "first_band": { "type": "swma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 58, "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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