Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1719142.4188 | 1672766.572 | 46375.8467 | 3008826.504 | 6120497.3321 | -3111670.8282 |
Total P&L (%) | 1719.1424 | 1672.7666 | 46.3758 | 3008.8265 | 6120.4973 | -3111.6708 |
Avg Daily Profit (%) | 0.9463 | 0.9208 | 0.0255 | 0.1894 | 0.2276 | 0 |
Buy And Hold Return (%) | 598.4926 | 598.4926 | 598.4926 | 598.4926 | 598.4926 | 598.4926 |
Max Trade Drawdown | -110197 | -83973 | -65764 | -10594839 | -5366067 | -5451412 |
Profit Factor | 3.4034 | 5.9185 | 1.1236 | 1.0916 | 1.3949 | 0.8208 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 36 | 32.2581 | 39.6825 | 36 | 32.2581 | 39.6825 |
Ratio Avg Win / Avg Loss | 6.0505 | 12.4288 | 1.7079 | 1.9405 | 2.9293 | 1.2476 |
Largest Winning Trade | 1013720 | 1013720 | 74247 | 9528498 | 9528498 | 2827924 |
Largest Losing Trade | -32682 | -23737 | -32682 | -1538648 | -1538246 | -1538648 |
Avg Bars in Trades | 85 | 79 | 91 | 85 | 79 | 91 |
Avg Bars in Winners | 160 | 151 | 167 | 160 | 151 | 167 |
Avg Bars in Losers | 43 | 44 | 42 | 43 | 44 | 42 |
Bars Traded | 10697 | 4902 | 5795 | 10697 | 4902 | 5795 |
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 | 412708 | -142911 | -558966 | -117188 | -151308 | -730081 |
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{ "first_band": { "type": "pwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 160, "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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