Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1968272.2115 | 1989892.977 | -21620.7655 | 666010.5771 | 2136257.6189 | -1470247.0419 |
Total P&L (%) | 1968.2722 | 1989.893 | -21.6208 | 666.0106 | 2136.2576 | -1470.247 |
Avg Daily Profit (%) | 0.8882 | 0.898 | -0.0098 | 0.0919 | 0.1403 | 0 |
Buy And Hold Return (%) | 885.7773 | 885.7773 | 885.7773 | 885.7773 | 885.7773 | 885.7773 |
Max Trade Drawdown | -155525 | -85529 | -114195 | -2438679 | -1011506 | -1830529 |
Profit Factor | 3.6619 | 7.4436 | 0.9498 | 1.0933 | 1.734 | 0.6526 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 31.8182 | 34.0909 | 29.5455 | 31.8182 | 34.0909 | 29.5455 |
Ratio Avg Win / Avg Loss | 7.8468 | 14.391 | 2.2649 | 2.3427 | 3.3525 | 1.5561 |
Largest Winning Trade | 1793542 | 1793542 | 55230 | 2700239 | 2700239 | 411536 |
Largest Losing Trade | -55616 | -36458 | -55616 | -928716 | -475674 | -928716 |
Avg Bars in Trades | 74 | 69 | 79 | 74 | 69 | 79 |
Avg Bars in Winners | 160 | 141 | 183 | 160 | 141 | 183 |
Avg Bars in Losers | 34 | 32 | 35 | 34 | 32 | 35 |
Bars Traded | 6564 | 3074 | 3490 | 6564 | 3074 | 3490 |
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 | 281236 | 374588 | -587722 | -359279 | -12277 | -587722 |
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{ "first_band": { "type": "rma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 63, "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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