Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5339463.6229 | 5476177.6071 | -136713.9842 | 14624.4705 | 47409.9668 | -32785.4964 |
Total P&L (%) | 5339.4636 | 5476.1776 | -136.714 | 14.6245 | 47.41 | -32.7855 |
Avg Daily Profit (%) | 2.7194 | 2.789 | -0.0696 | 0.007 | 0.0198 | -0.0202 |
Buy And Hold Return (%) | 1602.8725 | 1602.8725 | 1602.8725 | 1602.8725 | 1602.8725 | 1602.8725 |
Max Trade Drawdown | -314313 | -100117 | -221839 | -118838 | -67849 | -108894 |
Profit Factor | 8.3901 | 18.292 | 0.6631 | 1.0258 | 1.1741 | 0.8889 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 34.0909 | 31.8182 | 36.3636 | 34.0909 | 31.8182 | 36.3636 |
Ratio Avg Win / Avg Loss | 16.2209 | 39.1971 | 1.1605 | 1.9832 | 2.5159 | 1.5555 |
Largest Winning Trade | 5574975 | 5574975 | 63799 | 117939 | 117939 | 66934 |
Largest Losing Trade | -60157 | -60157 | -33640 | -50156 | -50156 | -45790 |
Avg Bars in Trades | 87 | 86 | 87 | 87 | 86 | 87 |
Avg Bars in Winners | 168 | 177 | 160 | 168 | 177 | 160 |
Avg Bars in Losers | 45 | 44 | 46 | 45 | 44 | 46 |
Bars Traded | 7676 | 3819 | 3857 | 7676 | 3819 | 3857 |
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 | 525302 | 492034 | -584355 | -546328 | -367142 | -583244 |
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{ "first_band": { "type": "pwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 160, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 160, "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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