Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861688.3259 | 803679.4471 | 58008.8788 | 1017166.5771 | 1012860.9946 | 4305.5825 |
Total P&L (%) | 861.6883 | 803.6794 | 58.0089 | 1017.1666 | 1012.861 | 4.3056 |
Avg Daily Profit (%) | 0.4699 | 0.4383 | 0.0316 | 0.1317 | 0.1315 | 0.0023 |
Buy And Hold Return (%) | 261.3576 | 261.3576 | 261.3576 | 261.3576 | 261.3576 | 261.3576 |
Max Trade Drawdown | -91745 | -57521 | -64766 | -333440 | -132300 | -388330 |
Profit Factor | 2.974 | 5.3412 | 1.2308 | 1.7033 | 3.3193 | 1.0043 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 50.7692 | 51.5152 | 50 | 50.7692 | 51.5152 | 50 |
Ratio Avg Win / Avg Loss | 2.8839 | 5.027 | 1.2308 | 1.6517 | 3.124 | 1.0043 |
Largest Winning Trade | 670038 | 670038 | 57933 | 381666 | 268854 | 381666 |
Largest Losing Trade | -35653 | -34158 | -35653 | -267913 | -69337 | -267913 |
Avg Bars in Trades | 107 | 101 | 114 | 107 | 101 | 114 |
Avg Bars in Winners | 158 | 144 | 174 | 158 | 144 | 174 |
Avg Bars in Losers | 54 | 55 | 53 | 54 | 55 | 53 |
Bars Traded | 6995 | 3338 | 3657 | 6995 | 3338 | 3657 |
Profit Streak | 79.6556 | 144.4056 | 0 | 79.6556 | 144.4056 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122164 | 597527 | -316777 | -151227 | -11540 | -571386 |
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{ "first_band": { "type": "pwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 144, "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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