Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1468130.7306 | 1388525.1481 | 79605.5825 | 44450485.3837 | 37841416.4735 | 6609068.9102 |
Total P&L (%) | 1468.1307 | 1388.5251 | 79.6056 | 44450.4854 | 37841.4165 | 6609.0689 |
Avg Daily Profit (%) | 0.6495 | 0.6143 | 0.0352 | 0.2702 | 0.2631 | 0.1862 |
Buy And Hold Return (%) | 8483.6014 | 8483.6014 | 8483.6014 | 8483.6014 | 8483.6014 | 8483.6014 |
Max Trade Drawdown | -83129 | -74205 | -95527 | -18055367 | -9972509 | -15715762 |
Profit Factor | 3.5094 | 6.3805 | 1.2435 | 1.8292 | 2.6443 | 1.216 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 44.9153 | 45.7627 | 44.0678 | 44.9153 | 45.7627 | 44.0678 |
Ratio Avg Win / Avg Loss | 4.304 | 7.5621 | 1.5782 | 2.2433 | 3.134 | 1.5434 |
Largest Winning Trade | 529738 | 529738 | 43170 | 18993098 | 18993098 | 10809954 |
Largest Losing Trade | -43249 | -31983 | -43249 | -14359539 | -5274409 | -14359539 |
Avg Bars in Trades | 75 | 71 | 79 | 75 | 71 | 79 |
Avg Bars in Winners | 119 | 112 | 126 | 119 | 112 | 126 |
Avg Bars in Losers | 39 | 37 | 41 | 39 | 37 | 41 |
Bars Traded | 8900 | 4218 | 4682 | 8900 | 4218 | 4682 |
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 | -148860 | -323999 | -489767 | 333734 | -166520 | -336163 |
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{ "first_band": { "type": "pwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 60, "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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