Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615401.1464 | 587931.2435 | 27469.9029 | 761782.8925 | 944699.2301 | -182916.3376 |
Total P&L (%) | 615.4011 | 587.9312 | 27.4699 | 761.7829 | 944.6992 | -182.9163 |
Avg Daily Profit (%) | 0.2461 | 0.2351 | 0.011 | 0.0862 | 0.0939 | 0 |
Buy And Hold Return (%) | 249.3115 | 249.3115 | 249.3115 | 249.3115 | 249.3115 | 249.3115 |
Max Trade Drawdown | -104037 | -66270 | -80420 | -1308778 | -790028 | -627599 |
Profit Factor | 2.3561 | 3.6682 | 1.1177 | 1.2244 | 1.5541 | 0.8917 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 44.1176 | 41.1765 | 47.0588 | 44.1176 | 41.1765 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.9844 | 5.2403 | 1.2574 | 1.551 | 2.2201 | 1.0032 |
Largest Winning Trade | 394351 | 394351 | 34900 | 1049112 | 1049112 | 301621 |
Largest Losing Trade | -31044 | -23263 | -31044 | -368874 | -241334 | -368874 |
Avg Bars in Trades | 142 | 130 | 155 | 142 | 130 | 155 |
Avg Bars in Winners | 242 | 225 | 258 | 242 | 225 | 258 |
Avg Bars in Losers | 63 | 63 | 63 | 63 | 63 | 63 |
Bars Traded | 9703 | 4424 | 5279 | 9703 | 4424 | 5279 |
Profit Streak | 81.5819 | 330.0819 | 0 | 81.5819 | 330.0819 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106354 | 307858 | -436192 | -195328 | -68984 | -580272 |
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{ "first_band": { "type": "swma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 173, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 173, "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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