Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900924.9176 | 804093.639 | 96831.2786 | 3147727.3202 | 3409631.4135 | -261904.0932 |
Total P&L (%) | 900.9249 | 804.0936 | 96.8313 | 3147.7273 | 3409.6314 | -261.9041 |
Avg Daily Profit (%) | 0.4937 | 0.4407 | 0.0531 | 0.1909 | 0.1952 | 0 |
Buy And Hold Return (%) | 148.9923 | 148.9923 | 148.9923 | 148.9923 | 148.9923 | 148.9923 |
Max Trade Drawdown | -102782 | -56831 | -57333 | -5395635 | -3488310 | -2012127 |
Profit Factor | 3.3623 | 5.2811 | 1.5003 | 1.3191 | 1.6804 | 0.946 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 42.1875 | 46.875 | 37.5 | 42.1875 | 46.875 | 37.5 |
Ratio Avg Win / Avg Loss | 4.6076 | 5.9853 | 2.5005 | 1.8077 | 1.9045 | 1.5767 |
Largest Winning Trade | 471977 | 471977 | 65376 | 2901931 | 2901931 | 1229689 |
Largest Losing Trade | -24137 | -22469 | -24137 | -1693413 | -1693413 | -807612 |
Avg Bars in Trades | 110 | 104 | 115 | 110 | 104 | 115 |
Avg Bars in Winners | 189 | 167 | 215 | 189 | 167 | 215 |
Avg Bars in Losers | 52 | 48 | 55 | 52 | 48 | 55 |
Bars Traded | 7049 | 3340 | 3709 | 7049 | 3340 | 3709 |
Profit Streak | 29.5316 | 46.2816 | 0 | 29.5316 | 46.2816 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129933 | 588139 | -290303 | -137003 | 377646 | -582893 |
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{ "first_band": { "type": "pwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 182, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 182, "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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