Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715606.3507 | 413529.4028 | 302076.9479 | 7353038.8813 | 102833.45 | 7250205.4313 |
Total P&L (%) | 715.6064 | 413.5294 | 302.0769 | 7353.0389 | 102.8335 | 7250.2054 |
Avg Daily Profit (%) | 0.3955 | 0.2285 | 0.1669 | 0.2385 | 0.0391 | 0.2378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74432 | -48767 | -43935 | -6682192 | -5140258 | -3973753 |
Profit Factor | 2.9629 | 2.8634 | 3.1178 | 1.3651 | 1.0088 | 1.8535 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 44 | 27 | 17 | 44 | 27 | 17 |
Profitability (%) | 46.3415 | 34.1463 | 58.5366 | 46.3415 | 34.1463 | 58.5366 |
Ratio Avg Win / Avg Loss | 3.4308 | 5.5223 | 2.2084 | 1.5807 | 1.9456 | 1.3129 |
Largest Winning Trade | 238171 | 238171 | 67633 | 3560190 | 3514851 | 3560190 |
Largest Losing Trade | -22439 | -22323 | -22439 | -2286338 | -2178611 | -2286338 |
Avg Bars in Trades | 42 | 31 | 53 | 42 | 31 | 53 |
Avg Bars in Winners | 67 | 57 | 73 | 67 | 57 | 73 |
Avg Bars in Losers | 21 | 18 | 25 | 21 | 18 | 25 |
Bars Traded | 3499 | 1305 | 2195 | 3499 | 1305 | 2195 |
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 | 185998 | 259265 | 519776 | -240 | -356516 | 428735 |
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{ "first_band": { "type": "pwma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 78, "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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