Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069127.3688 | 996099.5472 | 73027.8215 | 4551348.9109 | 3920805.8872 | 630543.0237 |
Total P&L (%) | 1069.1274 | 996.0995 | 73.0278 | 4551.3489 | 3920.8059 | 630.543 |
Avg Daily Profit (%) | 0.4857 | 0.4525 | 0.0332 | 0.1746 | 0.168 | 0.0904 |
Buy And Hold Return (%) | 562.3021 | 562.3021 | 562.3021 | 562.3021 | 562.3021 | 562.3021 |
Max Trade Drawdown | -107699 | -66793 | -91896 | -1012969 | -728461 | -709315 |
Profit Factor | 3.6551 | 6.6506 | 1.3226 | 1.9573 | 2.5119 | 1.2918 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 35 | 40 | 30 | 35 | 40 | 30 |
Ratio Avg Win / Avg Loss | 6.7881 | 9.9759 | 3.086 | 3.6351 | 3.7678 | 3.0142 |
Largest Winning Trade | 554951 | 554951 | 64948 | 3400424 | 3400424 | 932076 |
Largest Losing Trade | -36173 | -21037 | -36173 | -728461 | -728461 | -424807 |
Avg Bars in Trades | 213 | 188 | 238 | 213 | 188 | 238 |
Avg Bars in Winners | 416 | 360 | 490 | 416 | 360 | 490 |
Avg Bars in Losers | 104 | 73 | 130 | 104 | 73 | 130 |
Bars Traded | 12814 | 5650 | 7164 | 12814 | 5650 | 7164 |
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 | -169869 | 229511 | -320844 | -168072 | 309503 | -206587 |
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{ "first_band": { "type": "sma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 245, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 245, "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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