Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884467.5835 | 794291.932 | 90175.6515 | 3155316.6619 | 1861932.0636 | 1293384.5983 |
Total P&L (%) | 884.4676 | 794.2919 | 90.1757 | 3155.3167 | 1861.9321 | 1293.3846 |
Avg Daily Profit (%) | 0.4895 | 0.4396 | 0.0499 | 0.193 | 0.1649 | 0.1459 |
Buy And Hold Return (%) | 241.9118 | 241.9118 | 241.9118 | 241.9118 | 241.9118 | 241.9118 |
Max Trade Drawdown | -89647 | -78856 | -49777 | -3867569 | -2920353 | -1342125 |
Profit Factor | 2.7182 | 3.7803 | 1.3936 | 1.3193 | 1.3138 | 1.3274 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 40 | 40.5405 | 39.4737 | 40 | 40.5405 | 39.4737 |
Ratio Avg Win / Avg Loss | 4.0773 | 5.5445 | 2.1369 | 1.9789 | 1.9269 | 2.0354 |
Largest Winning Trade | 293387 | 293387 | 76499 | 2986308 | 2986308 | 1213079 |
Largest Losing Trade | -35948 | -35948 | -22123 | -1394069 | -1394069 | -817869 |
Avg Bars in Trades | 92 | 87 | 97 | 92 | 87 | 97 |
Avg Bars in Winners | 161 | 167 | 156 | 161 | 167 | 156 |
Avg Bars in Losers | 46 | 32 | 59 | 46 | 32 | 59 |
Bars Traded | 6948 | 3232 | 3716 | 6948 | 3232 | 3716 |
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 | -51995 | 376342 | -294350 | -55876 | 192377 | -1662 |
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{ "first_band": { "type": "pwma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 92, "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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