Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1404641.6763 | 1376107.11 | 28534.5663 | 846417.576 | 1042911.7646 | -196494.1887 |
Total P&L (%) | 1404.6417 | 1376.1071 | 28.5346 | 846.4176 | 1042.9118 | -196.4942 |
Avg Daily Profit (%) | 0.5612 | 0.5498 | 0.0114 | 0.0898 | 0.0974 | 0 |
Buy And Hold Return (%) | 459.4145 | 459.4145 | 459.4145 | 459.4145 | 459.4145 | 459.4145 |
Max Trade Drawdown | -116992 | -103767 | -68601 | -3292660 | -2571033 | -919813 |
Profit Factor | 2.9821 | 5.0834 | 1.0768 | 1.0957 | 1.2041 | 0.9474 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 44.4444 | 40.2597 | 48.6842 | 44.4444 | 40.2597 | 48.6842 |
Ratio Avg Win / Avg Loss | 3.7276 | 7.5431 | 1.135 | 1.3696 | 1.7868 | 0.9986 |
Largest Winning Trade | 1119391 | 1119391 | 56007 | 3235381 | 3235381 | 543001 |
Largest Losing Trade | -43605 | -41387 | -43605 | -1602237 | -1602237 | -577450 |
Avg Bars in Trades | 62 | 60 | 65 | 62 | 60 | 65 |
Avg Bars in Winners | 95 | 94 | 96 | 95 | 94 | 96 |
Avg Bars in Losers | 37 | 37 | 37 | 37 | 37 | 37 |
Bars Traded | 9638 | 4631 | 5007 | 9638 | 4631 | 5007 |
Profit Streak | 0 | 0 | 10.943 | 0 | 0 | 10.943 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446455 | -29977 | -528333 | -197147 | -112778 | -629653 |
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{ "first_band": { "type": "fwma", "factors": { "length": 240, "offset": 102 } }, "second_band": { "type": "tema", "factors": { "length": 237, "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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