Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1573217.2798 | 1444803.2729 | 128414.0069 | 14257911.3532 | 25401962.6757 | -11144051.3225 |
Total P&L (%) | 1573.2173 | 1444.8033 | 128.414 | 14257.9114 | 25401.9627 | -11144.0513 |
Avg Daily Profit (%) | 0.7192 | 0.6605 | 0.0587 | 0.2273 | 0.2537 | 0 |
Buy And Hold Return (%) | 577.3454 | 577.3454 | 577.3454 | 577.3454 | 577.3454 | 577.3454 |
Max Trade Drawdown | -149518 | -70917 | -101667 | -24241346 | -6595478 | -23215009 |
Profit Factor | 4.2676 | 7.3783 | 1.5037 | 1.2423 | 2.0314 | 0.6743 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 36.0465 | 32.5581 | 39.5349 | 36.0465 | 32.5581 | 39.5349 |
Ratio Avg Win / Avg Loss | 7.5715 | 15.2836 | 2.2998 | 2.2041 | 4.2078 | 1.0312 |
Largest Winning Trade | 749729 | 749729 | 68584 | 15649595 | 15649595 | 6089941 |
Largest Losing Trade | -65163 | -44847 | -65163 | -14006135 | -3358006 | -14006135 |
Avg Bars in Trades | 148 | 129 | 168 | 148 | 129 | 168 |
Avg Bars in Winners | 290 | 269 | 307 | 290 | 269 | 307 |
Avg Bars in Losers | 69 | 61 | 78 | 69 | 61 | 78 |
Bars Traded | 12812 | 5552 | 7260 | 12812 | 5552 | 7260 |
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 | 402526 | 367805 | -281885 | 141017 | 202502 | -583130 |
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{ "first_band": { "type": "swma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 198, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 198, "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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