Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -196209.3194 | 231442.4388 | -427651.7582 | 1028211.3347 | -1881976.606 | 2910187.9408 |
Total P&L (%) | -196.2093 | 231.4424 | -427.6518 | 1028.2113 | -1881.9766 | 2910.1879 |
Avg Daily Profit (%) | -0.101 | 0.1192 | -0.2202 | 0.1249 | 0 | 0.1755 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -574270 | -114317 | -628004 | -1777597 | -2176588 | -1113715 |
Profit Factor | 0.8837 | 1.399 | 0.6137 | 1.079 | 0.7432 | 1.511 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 127 | 57 | 70 | 125 | 53 | 72 |
Losing Trades | 106 | 60 | 46 | 108 | 64 | 44 |
Profitability (%) | 54.5064 | 48.7179 | 60.3448 | 53.6481 | 45.2991 | 62.069 |
Ratio Avg Win / Avg Loss | 0.7376 | 1.4726 | 0.4033 | 0.9322 | 0.8974 | 0.9234 |
Largest Winning Trade | 61453 | 61453 | 49137 | 2264044 | 585616 | 2264044 |
Largest Losing Trade | -499227 | -32990 | -499227 | -1051022 | -646176 | -1051022 |
Avg Bars in Trades | 49 | 43 | 54 | 49 | 43 | 54 |
Avg Bars in Winners | 41 | 29 | 50 | 44 | 34 | 50 |
Avg Bars in Losers | 58 | 56 | 61 | 54 | 51 | 60 |
Bars Traded | 11439 | 5116 | 6323 | 11439 | 5116 | 6323 |
Profit Streak | 0 | 0 | 36.3384 | 0 | 0 | 36.3384 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578974 | -33956 | -579139 | -159561 | -582849 | 338289 |
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{ "first_band": { "type": "sma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 138, "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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