Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1348425.5574 | 1281044.581 | 67380.9764 | 4413269.6365 | 3817335.6387 | 595933.9977 |
Total P&L (%) | 1348.4256 | 1281.0446 | 67.381 | 4413.2696 | 3817.3356 | 595.934 |
Avg Daily Profit (%) | 0.7429 | 0.7058 | 0.0371 | 0.2101 | 0.2023 | 0.1069 |
Buy And Hold Return (%) | 632.3071 | 632.3071 | 632.3071 | 632.3071 | 632.3071 | 632.3071 |
Max Trade Drawdown | -107819 | -64284 | -80003 | -4943409 | -3575577 | -2795890 |
Profit Factor | 3.7589 | 6.4101 | 1.2674 | 1.3832 | 1.6457 | 1.1063 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 41.2698 | 38.7097 | 43.75 | 41.2698 | 38.7097 | 43.75 |
Ratio Avg Win / Avg Loss | 5.3492 | 10.1493 | 1.6295 | 1.9685 | 2.6057 | 1.4224 |
Largest Winning Trade | 681558 | 681558 | 75466 | 3446561 | 3446561 | 1723375 |
Largest Losing Trade | -33576 | -25133 | -33576 | -1315762 | -1315762 | -1051331 |
Avg Bars in Trades | 84 | 79 | 88 | 84 | 79 | 88 |
Avg Bars in Winners | 145 | 137 | 151 | 145 | 137 | 151 |
Avg Bars in Losers | 41 | 43 | 40 | 41 | 43 | 40 |
Bars Traded | 5308 | 2468 | 2840 | 5308 | 2468 | 2840 |
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 | -141114 | 350743 | -310551 | -144858 | 219649 | -321583 |
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{ "first_band": { "type": "swma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 75, "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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