Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1921252.8593 | 1778867.2935 | 142385.5658 | 13030124.839 | 7291661.6206 | 5738463.2184 |
Total P&L (%) | 1921.2529 | 1778.8673 | 142.3856 | 13030.1248 | 7291.6616 | 5738.4632 |
Avg Daily Profit (%) | 0.8457 | 0.783 | 0.0627 | 0.2149 | 0.1896 | 0.1792 |
Buy And Hold Return (%) | 229.8413 | 229.8413 | 229.8413 | 229.8413 | 229.8413 | 229.8413 |
Max Trade Drawdown | -95678 | -43188 | -102548 | -9216211 | -8160877 | -6136168 |
Profit Factor | 5.3211 | 9.1245 | 1.6309 | 1.3355 | 1.3793 | 1.2926 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 42.029 | 34.2857 | 50 | 42.029 | 34.2857 | 50 |
Ratio Avg Win / Avg Loss | 7.3394 | 17.4886 | 1.6309 | 1.8421 | 2.6436 | 1.2926 |
Largest Winning Trade | 1195047 | 1195047 | 52009 | 7950605 | 7950605 | 5754249 |
Largest Losing Trade | -41202 | -20304 | -41202 | -5825499 | -2945575 | -5825499 |
Avg Bars in Trades | 186 | 162 | 211 | 186 | 162 | 211 |
Avg Bars in Winners | 354 | 346 | 360 | 354 | 346 | 360 |
Avg Bars in Losers | 64 | 66 | 62 | 64 | 66 | 62 |
Bars Traded | 12860 | 5683 | 7177 | 12860 | 5683 | 7177 |
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 | -88141 | 555417 | -271947 | -99800 | 126266 | 283728 |
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{ "first_band": { "type": "sma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 95, "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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