Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1013891.097 | 842308.6921 | 171582.4048 | 17293512.7169 | 14360574.7561 | 2932937.9608 |
Total P&L (%) | 1013.8911 | 842.3087 | 171.5824 | 17293.5127 | 14360.5748 | 2932.938 |
Avg Daily Profit (%) | 0.4867 | 0.4043 | 0.0824 | 0.2479 | 0.239 | 0.1639 |
Buy And Hold Return (%) | 231.4934 | 231.4934 | 231.4934 | 231.4934 | 231.4934 | 231.4934 |
Max Trade Drawdown | -81950 | -67038 | -81783 | -21692854 | -16440219 | -13417656 |
Profit Factor | 2.9999 | 4.4422 | 1.6542 | 1.2414 | 1.372 | 1.0888 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 39.8058 | 38.4615 | 41.1765 | 39.8058 | 38.4615 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.5364 | 7.1076 | 2.3631 | 1.8773 | 2.1952 | 1.5554 |
Largest Winning Trade | 354198 | 354198 | 60598 | 13519474 | 13519474 | 7572686 |
Largest Losing Trade | -42418 | -16264 | -42418 | -4623817 | -4043078 | -4623817 |
Avg Bars in Trades | 239 | 219 | 259 | 239 | 219 | 259 |
Avg Bars in Winners | 465 | 443 | 486 | 465 | 443 | 486 |
Avg Bars in Losers | 89 | 79 | 101 | 89 | 79 | 101 |
Bars Traded | 24661 | 11416 | 13245 | 24661 | 11416 | 13245 |
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 | 383139 | -169916 | -429124 | 201386 | -174536 | -297483 |
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{ "first_band": { "type": "sma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 239, "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) |
---|