Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131588.1088 | 84950.1471 | 46637.9617 | 107706.0003 | 65684.8008 | 42021.1994 |
Total P&L (%) | 131.5881 | 84.9501 | 46.638 | 107.706 | 65.6848 | 42.0212 |
Avg Daily Profit (%) | 0.3295 | 0.2127 | 0.1168 | 0.1832 | 0.1265 | 0.0879 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86277 | -50979 | -89827 | -92193 | -68169 | -83089 |
Profit Factor | 1.2173 | 1.2739 | 1.1578 | 1.145 | 1.1739 | 1.1152 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 220 | 103 | 117 | 220 | 103 | 117 |
Losing Trades | 194 | 104 | 90 | 194 | 104 | 90 |
Profitability (%) | 53.1401 | 49.7585 | 56.5217 | 53.1401 | 49.7585 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.0734 | 1.2862 | 0.8906 | 1.0097 | 1.1853 | 0.8578 |
Largest Winning Trade | 36869 | 36869 | 18290 | 27930 | 27930 | 19046 |
Largest Losing Trade | -23335 | -23335 | -22039 | -49710 | -27107 | -49710 |
Avg Bars in Trades | 45 | 46 | 45 | 45 | 46 | 45 |
Avg Bars in Winners | 39 | 36 | 41 | 39 | 36 | 41 |
Avg Bars in Losers | 53 | 55 | 51 | 53 | 55 | 51 |
Bars Traded | 18979 | 9529 | 9450 | 18979 | 9529 | 9450 |
Profit Streak | 129.7013 | 129.7013 | 137.0763 | 129.7013 | 129.7013 | 137.0763 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391761 | 277243 | -85491 | -50933 | -53607 | -171356 |
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{ "first_band": { "type": "swma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 150, "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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