Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1382979.8341 | 1335684.9373 | 47294.8968 | 512990.214 | 525644.6177 | -12654.4037 |
Total P&L (%) | 1382.9798 | 1335.6849 | 47.2949 | 512.9902 | 525.6446 | -12.6544 |
Avg Daily Profit (%) | 0.7485 | 0.7229 | 0.0256 | 0.0982 | 0.0993 | -0.0073 |
Buy And Hold Return (%) | 32.6286 | 32.6286 | 32.6286 | 32.6286 | 32.6286 | 32.6286 |
Max Trade Drawdown | -112834 | -98724 | -90271 | -633307 | -547316 | -631703 |
Profit Factor | 3.4847 | 5.6722 | 1.1747 | 1.1775 | 1.3669 | 0.9913 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 35.0649 | 30.7692 | 39.4737 | 35.0649 | 30.7692 | 39.4737 |
Ratio Avg Win / Avg Loss | 6.4531 | 12.7624 | 1.8012 | 2.1805 | 3.0755 | 1.52 |
Largest Winning Trade | 1273682 | 1273682 | 63185 | 788478 | 788478 | 343063 |
Largest Losing Trade | -32733 | -20117 | -32733 | -278359 | -168138 | -278359 |
Avg Bars in Trades | 93 | 82 | 103 | 93 | 82 | 103 |
Avg Bars in Winners | 180 | 178 | 182 | 180 | 178 | 182 |
Avg Bars in Losers | 45 | 39 | 52 | 45 | 39 | 52 |
Bars Traded | 7166 | 3220 | 3946 | 7166 | 3220 | 3946 |
Profit Streak | 0 | 0 | 45.6472 | 0 | 0 | 45.6472 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32694 | 480116 | -215382 | -137784 | -65865 | -581524 |
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{ "first_band": { "type": "swma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 95, "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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