Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000996.3986 | 1090306.2066 | -89309.808 | -45515.5803 | 97909.8924 | -143425.4726 |
Total P&L (%) | 1000.9964 | 1090.3062 | -89.3098 | -45.5156 | 97.9099 | -143.4255 |
Avg Daily Profit (%) | 0.4404 | 0.4797 | -0.0393 | -0.0267 | 0.03 | 0 |
Buy And Hold Return (%) | 214.9533 | 214.9533 | 214.9533 | 214.9533 | 214.9533 | 214.9533 |
Max Trade Drawdown | -213717 | -90713 | -273087 | -231749 | -134466 | -247666 |
Profit Factor | 2.0327 | 3.4919 | 0.832 | 0.9583 | 1.1862 | 0.747 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Profitability (%) | 40.1408 | 40.8451 | 39.4366 | 40.1408 | 40.8451 | 39.4366 |
Ratio Avg Win / Avg Loss | 3.0312 | 5.0573 | 1.2778 | 1.4291 | 1.718 | 1.1471 |
Largest Winning Trade | 951584 | 951584 | 55227 | 108363 | 108363 | 51088 |
Largest Losing Trade | -57405 | -57405 | -50969 | -118819 | -118819 | -94447 |
Avg Bars in Trades | 62 | 56 | 69 | 62 | 56 | 69 |
Avg Bars in Winners | 105 | 90 | 121 | 105 | 90 | 121 |
Avg Bars in Losers | 33 | 32 | 35 | 33 | 32 | 35 |
Bars Traded | 8906 | 3977 | 4929 | 8906 | 3977 | 4929 |
Profit Streak | 0 | 0 | 28.867 | 0 | 0 | 28.867 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318940 | -74695 | -669637 | -582569 | -423632 | -669637 |
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{ "first_band": { "type": "pwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 154, "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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