Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718685.0421 | 677881.2208 | 40803.8213 | 990240.9694 | 821087.1042 | 169153.8652 |
Total P&L (%) | 718.685 | 677.8812 | 40.8038 | 990.241 | 821.0871 | 169.1539 |
Avg Daily Profit (%) | 0.3978 | 0.3752 | 0.0226 | 0.1323 | 0.123 | 0.0548 |
Buy And Hold Return (%) | 225.9 | 225.9 | 225.9 | 225.9 | 225.9 | 225.9 |
Max Trade Drawdown | -128915 | -67590 | -74621 | -711151 | -358443 | -478165 |
Profit Factor | 2.2504 | 3.3937 | 1.1399 | 1.368 | 1.614 | 1.125 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 39.726 | 38.8889 | 40.5405 | 39.726 | 38.8889 | 40.5405 |
Ratio Avg Win / Avg Loss | 3.4143 | 5.3329 | 1.6719 | 2.0756 | 2.5363 | 1.65 |
Largest Winning Trade | 263108 | 263108 | 77105 | 535273 | 535273 | 392456 |
Largest Losing Trade | -32820 | -27482 | -32820 | -380445 | -232985 | -380445 |
Avg Bars in Trades | 95 | 88 | 101 | 95 | 88 | 101 |
Avg Bars in Winners | 175 | 181 | 170 | 175 | 181 | 170 |
Avg Bars in Losers | 42 | 29 | 54 | 42 | 29 | 54 |
Bars Traded | 6942 | 3191 | 3750 | 6942 | 3191 | 3750 |
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 | -69211 | 309289 | -397630 | -96515 | -32245 | -371104 |
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{ "first_band": { "type": "swma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 69, "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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