Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1570596.6213 | 1494760.216 | 75836.4053 | 4336023.6434 | 1450210.8287 | 2885812.8147 |
Total P&L (%) | 1570.5966 | 1494.7602 | 75.8364 | 4336.0236 | 1450.2108 | 2885.8128 |
Avg Daily Profit (%) | 0.6656 | 0.6335 | 0.0321 | 0.1609 | 0.1162 | 0.1441 |
Buy And Hold Return (%) | 561.4615 | 561.4615 | 561.4615 | 561.4615 | 561.4615 | 561.4615 |
Max Trade Drawdown | -106069 | -129697 | -43440 | -3235402 | -3806860 | -1313349 |
Profit Factor | 4.2739 | 6.7904 | 1.3423 | 1.3563 | 1.1937 | 1.6165 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 36.3636 | 33.3333 | 39.3939 | 36.3636 | 33.3333 | 39.3939 |
Ratio Avg Win / Avg Loss | 7.4794 | 13.5808 | 2.065 | 2.3735 | 2.3873 | 2.4869 |
Largest Winning Trade | 1162243 | 1162243 | 67000 | 3279769 | 3279769 | 2563600 |
Largest Losing Trade | -29642 | -29642 | -20345 | -1291047 | -1291047 | -707507 |
Avg Bars in Trades | 138 | 126 | 149 | 138 | 126 | 149 |
Avg Bars in Winners | 253 | 261 | 247 | 253 | 261 | 247 |
Avg Bars in Losers | 72 | 59 | 86 | 72 | 59 | 86 |
Bars Traded | 9119 | 4182 | 4937 | 9119 | 4182 | 4937 |
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 | -118091 | 372730 | -318425 | -124838 | -53797 | -2649 |
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{ "first_band": { "type": "sma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 139, "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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