Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1405881.4684 | 1414168.4961 | -8287.0276 | 678481.121 | 2005004.7456 | -1326523.6247 |
Total P&L (%) | 1405.8815 | 1414.1685 | -8.287 | 678.4811 | 2005.0047 | -1326.5236 |
Avg Daily Profit (%) | 0.5956 | 0.5991 | -0.0035 | 0.087 | 0.1292 | 0 |
Buy And Hold Return (%) | 375.8428 | 375.8428 | 375.8428 | 375.8428 | 375.8428 | 375.8428 |
Max Trade Drawdown | -199243 | -186794 | -76813 | -4371146 | -3298134 | -1644052 |
Profit Factor | 3.1955 | 4.9928 | 0.971 | 1.0878 | 1.4628 | 0.6093 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 31.6456 | 33.3333 | 30 | 31.6456 | 33.3333 | 30 |
Ratio Avg Win / Avg Loss | 6.9023 | 9.9855 | 2.2658 | 2.3496 | 2.9256 | 1.4217 |
Largest Winning Trade | 1146619 | 1146619 | 60033 | 4332181 | 4332181 | 547340 |
Largest Losing Trade | -31897 | -29489 | -31897 | -1254224 | -1254224 | -1062807 |
Avg Bars in Trades | 86 | 80 | 91 | 86 | 80 | 91 |
Avg Bars in Winners | 145 | 149 | 140 | 145 | 149 | 140 |
Avg Bars in Losers | 59 | 46 | 70 | 59 | 46 | 70 |
Bars Traded | 6819 | 3151 | 3668 | 6819 | 3151 | 3668 |
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 | -23341 | 372412 | -585749 | -245854 | -25542 | -586860 |
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{ "first_band": { "type": "pwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 138, "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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