Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2766614.8143 | 2642336.8691 | 124277.9452 | 3424997.4069 | 834425.8668 | 2590571.5401 |
Total P&L (%) | 2766.6148 | 2642.3369 | 124.2779 | 3424.9974 | 834.4259 | 2590.5715 |
Avg Daily Profit (%) | 1.1959 | 1.1421 | 0.0537 | 0.1541 | 0.0966 | 0.1424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137982 | -107573 | -143093 | -5595911 | -5720490 | -2050704 |
Profit Factor | 5.6026 | 8.6636 | 1.4849 | 1.1911 | 1.0665 | 1.4809 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 46.0317 | 37.5 | 54.8387 | 46.0317 | 37.5 | 54.8387 |
Ratio Avg Win / Avg Loss | 6.5686 | 14.4393 | 1.2228 | 1.3964 | 1.7776 | 1.2195 |
Largest Winning Trade | 2308243 | 2308243 | 65628 | 6384512 | 6384512 | 1612917 |
Largest Losing Trade | -58284 | -58284 | -27978 | -2686485 | -2686485 | -913005 |
Avg Bars in Trades | 68 | 78 | 57 | 68 | 78 | 57 |
Avg Bars in Winners | 110 | 147 | 84 | 110 | 147 | 84 |
Avg Bars in Losers | 32 | 37 | 26 | 32 | 37 | 26 |
Bars Traded | 4307 | 2511 | 1796 | 4307 | 2511 | 1796 |
Profit Streak | 0 | 0 | 52.1769 | 0 | 0 | 52.1769 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130796 | 615519 | -118816 | -155258 | -214641 | -168 |
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{ "first_band": { "type": "hma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 120, "offset": 0 } } }
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# | 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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