Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1074231.5912 | 1087903.8918 | -13672.3007 | 723301.4902 | 1102833.3468 | -379531.8566 |
Total P&L (%) | 1074.2316 | 1087.9039 | -13.6723 | 723.3015 | 1102.8333 | -379.5319 |
Avg Daily Profit (%) | 0.5905 | 0.598 | -0.0075 | 0.116 | 0.1368 | 0 |
Buy And Hold Return (%) | 600.798 | 600.798 | 600.798 | 600.798 | 600.798 | 600.798 |
Max Trade Drawdown | -143721 | -75726 | -123143 | -1341838 | -893473 | -712025 |
Profit Factor | 2.8798 | 5.1509 | 0.9558 | 1.2178 | 1.7086 | 0.7849 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 42.623 | 43.3333 | 41.9355 | 42.623 | 43.3333 | 41.9355 |
Ratio Avg Win / Avg Loss | 3.8767 | 6.7358 | 1.3234 | 1.6393 | 2.2343 | 1.0868 |
Largest Winning Trade | 562021 | 562021 | 73754 | 877974 | 877974 | 375634 |
Largest Losing Trade | -44832 | -29139 | -44832 | -316540 | -316540 | -274206 |
Avg Bars in Trades | 171 | 159 | 183 | 171 | 159 | 183 |
Avg Bars in Winners | 289 | 268 | 310 | 289 | 268 | 310 |
Avg Bars in Losers | 84 | 76 | 92 | 84 | 76 | 92 |
Bars Traded | 10487 | 4796 | 5691 | 10487 | 4796 | 5691 |
Profit Streak | 0 | 163.8941 | 0 | 0 | 163.8941 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160575 | 342756 | -582287 | -308581 | -16385 | -582287 |
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{ "first_band": { "type": "swma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 160, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 184, "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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