Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220457.4586 | 23563.3069 | 196894.1516 | 199144.3987 | -186616.7209 | 385761.1196 |
Total P&L (%) | 220.4575 | 23.5633 | 196.8942 | 199.1444 | -186.6167 | 385.7611 |
Avg Daily Profit (%) | 0.1704 | 0.0182 | 0.1522 | 0.0847 | 0 | 0.1223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85175 | -69594 | -53692 | -298408 | -294245 | -174557 |
Profit Factor | 1.6267 | 1.0981 | 2.7624 | 1.1661 | 0.7701 | 1.9972 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 29 | 10 | 19 | 29 | 10 | 19 |
Losing Trades | 36 | 23 | 13 | 36 | 23 | 13 |
Profitability (%) | 44.6154 | 30.303 | 59.375 | 44.6154 | 30.303 | 59.375 |
Ratio Avg Win / Avg Loss | 2.0193 | 2.5257 | 1.89 | 1.4476 | 1.7713 | 1.3665 |
Largest Winning Trade | 60182 | 50897 | 60182 | 141650 | 135403 | 141650 |
Largest Losing Trade | -38788 | -24264 | -38788 | -142699 | -91222 | -142699 |
Avg Bars in Trades | 115 | 98 | 133 | 115 | 98 | 133 |
Avg Bars in Winners | 177 | 177 | 177 | 177 | 177 | 177 |
Avg Bars in Losers | 66 | 63 | 70 | 66 | 63 | 70 |
Bars Traded | 7514 | 3235 | 4279 | 7514 | 3235 | 4279 |
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 | -127923 | -292168 | 492013 | -255952 | -585684 | -25918 |
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{ "first_band": { "type": "pwma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 168, "offset": 0 } } }
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# | 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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