Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1697586.9727 | 1654134.9303 | 43452.0424 | 20801667.2832 | 22619026.0048 | -1817358.7216 |
Total P&L (%) | 1697.587 | 1654.1349 | 43.452 | 20801.6673 | 22619.026 | -1817.3587 |
Avg Daily Profit (%) | 0.7475 | 0.7284 | 0.0191 | 0.2355 | 0.2392 | 0 |
Buy And Hold Return (%) | 8948.7195 | 8948.7195 | 8948.7195 | 8948.7195 | 8948.7195 | 8948.7195 |
Max Trade Drawdown | -90610 | -111183 | -109005 | -12184008 | -4366494 | -11256012 |
Profit Factor | 3.1215 | 5.7696 | 1.0958 | 1.4701 | 2.7003 | 0.9413 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 128 | 65 | 63 | 128 | 65 | 63 |
Losing Trades | 142 | 70 | 72 | 142 | 70 | 72 |
Profitability (%) | 47.4074 | 48.1481 | 46.6667 | 47.4074 | 48.1481 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.4629 | 6.2134 | 1.2524 | 1.6309 | 2.908 | 1.0757 |
Largest Winning Trade | 739742 | 739742 | 50879 | 13542791 | 13542791 | 9349193 |
Largest Losing Trade | -60367 | -32404 | -60367 | -5539039 | -2006786 | -5539039 |
Avg Bars in Trades | 48 | 45 | 51 | 48 | 45 | 51 |
Avg Bars in Winners | 68 | 63 | 72 | 68 | 63 | 72 |
Avg Bars in Losers | 30 | 27 | 33 | 30 | 27 | 33 |
Bars Traded | 13072 | 6088 | 6984 | 13072 | 6088 | 6984 |
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 | -146691 | -145781 | -449665 | 225161 | 326772 | -580603 |
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{ "first_band": { "type": "fwma", "factors": { "length": 192, "offset": 87 } }, "second_band": { "type": "tema", "factors": { "length": 214, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 192, "offset": 87 } }, "second_band": { "type": "tema", "factors": { "length": 214, "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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