Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1259981.002 | 1146525.863 | 113455.139 | 12992652.5305 | 10394240.9561 | 2598411.5744 |
Total P&L (%) | 1259.981 | 1146.5259 | 113.4551 | 12992.6525 | 10394.241 | 2598.4116 |
Avg Daily Profit (%) | 0.6913 | 0.629 | 0.0622 | 0.2678 | 0.2556 | 0.1809 |
Buy And Hold Return (%) | 757.044 | 757.044 | 757.044 | 757.044 | 757.044 | 757.044 |
Max Trade Drawdown | -105358 | -55957 | -67033 | -6458765 | -4765175 | -5658340 |
Profit Factor | 3.7604 | 6.388 | 1.4656 | 1.5519 | 1.9126 | 1.2138 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 46.7532 | 44.7368 | 48.7179 | 46.7532 | 44.7368 | 48.7179 |
Ratio Avg Win / Avg Loss | 4.2827 | 7.8911 | 1.5428 | 1.7674 | 2.3626 | 1.2777 |
Largest Winning Trade | 675663 | 675663 | 70706 | 4900958 | 4320696 | 4900958 |
Largest Losing Trade | -35151 | -28137 | -35151 | -4037527 | -4037527 | -2801217 |
Avg Bars in Trades | 90 | 94 | 87 | 90 | 94 | 87 |
Avg Bars in Winners | 127 | 125 | 129 | 127 | 125 | 129 |
Avg Bars in Losers | 58 | 68 | 47 | 58 | 68 | 47 |
Bars Traded | 6990 | 3575 | 3415 | 6990 | 3575 | 3415 |
Profit Streak | 0 | 31.1216 | 0 | 0 | 31.1216 | 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 | -37544 | 310087 | -273862 | -36188 | 383438 | 152180 |
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{ "first_band": { "type": "tema", "factors": { "length": 241, "offset": 18 } }, "second_band": { "type": "swma", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 241, "offset": 18 } }, "second_band": { "type": "swma", "factors": { "length": 30, "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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