Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1237406.5833 | 1174418.8313 | 62987.752 | 3575687.8487 | 4344447.7875 | -768759.9389 |
Total P&L (%) | 1237.4066 | 1174.4188 | 62.9878 | 3575.6878 | 4344.4478 | -768.7599 |
Avg Daily Profit (%) | 0.6814 | 0.6467 | 0.0347 | 0.1987 | 0.2092 | 0 |
Buy And Hold Return (%) | 572.5709 | 572.5709 | 572.5709 | 572.5709 | 572.5709 | 572.5709 |
Max Trade Drawdown | -95437 | -74828 | -77108 | -4144932 | -2369242 | -3055027 |
Profit Factor | 3.2397 | 5.8711 | 1.2023 | 1.2165 | 1.6475 | 0.9216 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 39.5062 | 37.5 | 41.4634 | 39.5062 | 37.5 | 41.4634 |
Ratio Avg Win / Avg Loss | 4.9608 | 9.7852 | 1.6973 | 1.8627 | 2.7458 | 1.3011 |
Largest Winning Trade | 730699 | 730699 | 74023 | 3946829 | 3946829 | 2232374 |
Largest Losing Trade | -35125 | -26068 | -35125 | -1973976 | -1275115 | -1973976 |
Avg Bars in Trades | 87 | 82 | 92 | 87 | 82 | 92 |
Avg Bars in Winners | 151 | 133 | 167 | 151 | 133 | 167 |
Avg Bars in Losers | 46 | 52 | 39 | 46 | 52 | 39 |
Bars Traded | 7112 | 3317 | 3795 | 7112 | 3317 | 3795 |
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 | -7828 | 320708 | -315023 | -12150 | 230507 | -582395 |
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{ "first_band": { "type": "pwma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 87, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 87, "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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