Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1630672.9697 | 1531994.7275 | 98678.2423 | 5264494.9548 | 1543984.9063 | 3720510.0485 |
Total P&L (%) | 1630.673 | 1531.9947 | 98.6782 | 5264.495 | 1543.9849 | 3720.51 |
Avg Daily Profit (%) | 0.8712 | 0.8185 | 0.0527 | 0.213 | 0.1497 | 0.1948 |
Buy And Hold Return (%) | 424.0463 | 424.0463 | 424.0463 | 424.0463 | 424.0463 | 424.0463 |
Max Trade Drawdown | -143225 | -59677 | -100625 | -6328488 | -4549801 | -5642918 |
Profit Factor | 4.2917 | 6.651 | 1.44 | 1.2729 | 1.1432 | 1.4373 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 22 | 7 | 15 | 22 | 7 | 15 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 36.0656 | 22.5806 | 50 | 36.0656 | 22.5806 | 50 |
Ratio Avg Win / Avg Loss | 7.6081 | 22.8034 | 1.44 | 2.2564 | 3.9194 | 1.4373 |
Largest Winning Trade | 946184 | 946184 | 57978 | 5515627 | 5515627 | 3699899 |
Largest Losing Trade | -40072 | -26751 | -40072 | -2810906 | -1400058 | -2810906 |
Avg Bars in Trades | 118 | 93 | 144 | 118 | 93 | 144 |
Avg Bars in Winners | 241 | 261 | 232 | 241 | 261 | 232 |
Avg Bars in Losers | 48 | 44 | 56 | 48 | 44 | 56 |
Bars Traded | 7230 | 2886 | 4344 | 7230 | 2886 | 4344 |
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 | -153552 | -21373 | -287399 | -162518 | -97806 | 319277 |
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{ "first_band": { "type": "sma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 56, "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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