Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1456339.7885 | 1396238.125 | 60101.6634 | 3950424.1112 | 7851923.3675 | -3901499.2563 |
Total P&L (%) | 1456.3398 | 1396.2381 | 60.1017 | 3950.4241 | 7851.9234 | -3901.4993 |
Avg Daily Profit (%) | 0.799 | 0.766 | 0.033 | 0.2033 | 0.2404 | 0 |
Buy And Hold Return (%) | 729.5085 | 729.5085 | 729.5085 | 729.5085 | 729.5085 | 729.5085 |
Max Trade Drawdown | -143727 | -76691 | -74408 | -18609652 | -10308843 | -8358658 |
Profit Factor | 3.545 | 6.2358 | 1.1967 | 1.0884 | 1.3615 | 0.8301 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 38 | 36 | 40 | 38 | 36 | 40 |
Ratio Avg Win / Avg Loss | 5.7839 | 11.0859 | 1.795 | 1.7758 | 2.4205 | 1.2452 |
Largest Winning Trade | 827693 | 827693 | 77470 | 15741285 | 15741285 | 4117762 |
Largest Losing Trade | -21811 | -21348 | -21811 | -3107550 | -2624562 | -3107550 |
Avg Bars in Trades | 71 | 63 | 78 | 71 | 63 | 78 |
Avg Bars in Winners | 126 | 113 | 137 | 126 | 113 | 137 |
Avg Bars in Losers | 37 | 35 | 38 | 37 | 35 | 38 |
Bars Traded | 7102 | 3199 | 3903 | 7102 | 3199 | 3903 |
Profit Streak | 0 | 44.583 | 0 | 0 | 44.583 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308570 | -171003 | -501626 | -119568 | -174991 | -763055 |
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{ "first_band": { "type": "pwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 134, "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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