Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253579.0813 | 384327.7937 | -130748.7124 | -119226.687 | 423858.0551 | -543084.7421 |
Total P&L (%) | 253.5791 | 384.3278 | -130.7487 | -119.2267 | 423.8581 | -543.0847 |
Avg Daily Profit (%) | 0.1341 | 0.2032 | -0.0691 | 0 | 0.0876 | 0 |
Buy And Hold Return (%) | 127.4955 | 127.4955 | 127.4955 | 127.4955 | 127.4955 | 127.4955 |
Max Trade Drawdown | -213879 | -101081 | -206345 | -723620 | -239383 | -671291 |
Profit Factor | 1.197 | 1.7162 | 0.8259 | 0.9483 | 1.5666 | 0.6516 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 133 | 66 | 67 | 140 | 75 | 65 |
Losing Trades | 123 | 62 | 61 | 116 | 53 | 63 |
Profitability (%) | 51.9531 | 51.5625 | 52.3438 | 54.6875 | 58.5938 | 50.7813 |
Ratio Avg Win / Avg Loss | 1.107 | 1.6122 | 0.7519 | 0.7857 | 1.1071 | 0.6315 |
Largest Winning Trade | 159745 | 159745 | 38644 | 119250 | 88692 | 119250 |
Largest Losing Trade | -117585 | -42436 | -117585 | -593555 | -186929 | -593555 |
Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Winners | 20 | 16 | 25 | 21 | 20 | 22 |
Avg Bars in Losers | 22 | 23 | 21 | 21 | 19 | 24 |
Bars Traded | 5517 | 2537 | 2980 | 5517 | 2537 | 2980 |
Profit Streak | 21.6201 | 21.6201 | 27.2868 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21993 | 310262 | -579397 | -578553 | -75961 | -580613 |
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{ "first_band": { "type": "pwma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 104, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 104, "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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