Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1308975.3828 | 1261633.2896 | 47342.0931 | 3012155.6711 | 3080189.9711 | -68034.3 |
Total P&L (%) | 1308.9754 | 1261.6333 | 47.3421 | 3012.1557 | 3080.19 | -68.0343 |
Avg Daily Profit (%) | 0.7203 | 0.6942 | 0.0261 | 0.1894 | 0.1905 | -0.0627 |
Buy And Hold Return (%) | 678.0921 | 678.0921 | 678.0921 | 678.0921 | 678.0921 | 678.0921 |
Max Trade Drawdown | -125091 | -68791 | -75607 | -4861314 | -3850720 | -2682386 |
Profit Factor | 3.6265 | 6.3031 | 1.1818 | 1.2814 | 1.5614 | 0.987 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 41.5385 | 40.625 | 42.4242 | 41.5385 | 40.625 | 42.4242 |
Ratio Avg Win / Avg Loss | 5.104 | 9.2123 | 1.6038 | 1.8034 | 2.2821 | 1.3395 |
Largest Winning Trade | 681558 | 681558 | 75765 | 3885851 | 3885851 | 1364784 |
Largest Losing Trade | -33576 | -27554 | -33576 | -1168959 | -1168959 | -905569 |
Avg Bars in Trades | 163 | 154 | 172 | 163 | 154 | 172 |
Avg Bars in Winners | 279 | 253 | 302 | 279 | 253 | 302 |
Avg Bars in Losers | 81 | 86 | 75 | 81 | 86 | 75 |
Bars Traded | 10615 | 4935 | 5680 | 10615 | 4935 | 5680 |
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 | -127648 | 334566 | -346298 | -132369 | 191929 | -582082 |
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{ "first_band": { "type": "swma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 152, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 152, "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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