Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1548475.3131 | 1477475.3722 | 70999.9409 | 749379.5625 | 816920.3175 | -67540.7549 |
Total P&L (%) | 1548.4753 | 1477.4754 | 70.9999 | 749.3796 | 816.9203 | -67.5408 |
Avg Daily Profit (%) | 0.8383 | 0.7999 | 0.0384 | 0.1159 | 0.12 | -0.0609 |
Buy And Hold Return (%) | 10.4651 | 10.4651 | 10.4651 | 10.4651 | 10.4651 | 10.4651 |
Max Trade Drawdown | -125195 | -88097 | -122392 | -1078007 | -524279 | -924606 |
Profit Factor | 3.3818 | 5.5191 | 1.2197 | 1.1945 | 1.425 | 0.965 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
Profitability (%) | 31.6176 | 23.5294 | 39.7059 | 31.6176 | 23.5294 | 39.7059 |
Ratio Avg Win / Avg Loss | 7.314 | 17.937 | 1.8521 | 2.5834 | 4.6314 | 1.4654 |
Largest Winning Trade | 1416132 | 1416132 | 52049 | 1216593 | 1216593 | 278979 |
Largest Losing Trade | -28631 | -27501 | -28631 | -339029 | -139186 | -339029 |
Avg Bars in Trades | 161 | 144 | 177 | 161 | 144 | 177 |
Avg Bars in Winners | 353 | 388 | 333 | 353 | 388 | 333 |
Avg Bars in Losers | 71 | 69 | 75 | 71 | 69 | 75 |
Bars Traded | 21903 | 9809 | 12094 | 21903 | 9809 | 12094 |
Profit Streak | 0 | 0 | 34.7547 | 0 | 0 | 34.7547 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463591 | -124413 | -253913 | -50170 | -176135 | -692030 |
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{ "first_band": { "type": "sma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 200, "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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