Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 886181.9121 | 952912.4042 | -66730.4921 | -88389.3249 | 27039.935 | -115429.2599 |
Total P&L (%) | 886.1819 | 952.9124 | -66.7305 | -88.3893 | 27.0399 | -115.4293 |
Avg Daily Profit (%) | 0.3821 | 0.4109 | -0.0288 | -0.0928 | 0.0103 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181983 | -83257 | -205275 | -398777 | -260529 | -197913 |
Profit Factor | 2.0135 | 3.5291 | 0.8659 | 0.9052 | 1.0552 | 0.7395 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 52.1127 | 48.5714 | 55.5556 | 52.1127 | 48.5714 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.8503 | 3.7367 | 0.6927 | 0.8318 | 1.1173 | 0.5916 |
Largest Winning Trade | 660302 | 660302 | 86390 | 306861 | 306861 | 84280 |
Largest Losing Trade | -84154 | -61049 | -84154 | -210588 | -210588 | -99870 |
Avg Bars in Trades | 93 | 85 | 102 | 93 | 85 | 102 |
Avg Bars in Winners | 96 | 57 | 129 | 96 | 57 | 129 |
Avg Bars in Losers | 90 | 110 | 68 | 90 | 110 | 68 |
Bars Traded | 6673 | 2977 | 3696 | 6673 | 2977 | 3696 |
Profit Streak | 19.4181 | 0 | 44.4181 | 19.4181 | 0 | 44.4181 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76747 | 575676 | -579505 | -670946 | -342774 | -579505 |
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{ "first_band": { "type": "swma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 204, "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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