Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1643719.4354 | 1447293.686 | 196425.7494 | 49072120.9867 | 47521984.8957 | 1550136.091 |
Total P&L (%) | 1643.7194 | 1447.2937 | 196.4257 | 49072.121 | 47521.9849 | 1550.1361 |
Avg Daily Profit (%) | 0.6559 | 0.5775 | 0.0784 | 0.2476 | 0.2463 | 0.1119 |
Buy And Hold Return (%) | 495.0475 | 495.0475 | 495.0475 | 495.0475 | 495.0475 | 495.0475 |
Max Trade Drawdown | -90517 | -52158 | -64760 | -70558259 | -43798706 | -51597477 |
Profit Factor | 4.7733 | 8.2202 | 1.8353 | 1.2384 | 1.4556 | 1.0153 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 40.2597 | 38.4615 | 42.1053 | 40.2597 | 38.4615 | 42.1053 |
Ratio Avg Win / Avg Loss | 7.083 | 13.1524 | 2.5235 | 1.8377 | 2.3289 | 1.396 |
Largest Winning Trade | 863114 | 863114 | 60211 | 46466438 | 46466438 | 26047951 |
Largest Losing Trade | -30598 | -20106 | -30598 | -18823649 | -16170895 | -18823649 |
Avg Bars in Trades | 63 | 56 | 71 | 63 | 56 | 71 |
Avg Bars in Winners | 126 | 113 | 138 | 126 | 113 | 138 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 4896 | 2189 | 2707 | 4896 | 2189 | 2707 |
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 | -33328 | 437297 | -253649 | -40801 | 220070 | -252927 |
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{ "first_band": { "type": "sma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 26, "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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