Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2231646.0326 | 2036551.0053 | 195095.0273 | 5095102.0344 | 2697770.533 | 2397331.5013 |
Total P&L (%) | 2231.646 | 2036.551 | 195.095 | 5095.102 | 2697.7705 | 2397.3315 |
Avg Daily Profit (%) | 0.967 | 0.8825 | 0.0845 | 0.1713 | 0.1445 | 0.1395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112243 | -126881 | -70710 | -14474524 | -13189605 | -5971514 |
Profit Factor | 4.2028 | 6.703 | 1.5744 | 1.098 | 1.0938 | 1.1032 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 47.3684 | 42.5532 | 52.0833 | 47.3684 | 42.5532 | 52.0833 |
Ratio Avg Win / Avg Loss | 4.6698 | 9.0491 | 1.4484 | 1.22 | 1.4766 | 1.0149 |
Largest Winning Trade | 1741843 | 1741843 | 78910 | 5354697 | 5016517 | 5354697 |
Largest Losing Trade | -69136 | -31809 | -69136 | -5769567 | -5558373 | -5769567 |
Avg Bars in Trades | 95 | 85 | 105 | 95 | 85 | 105 |
Avg Bars in Winners | 130 | 127 | 132 | 130 | 127 | 132 |
Avg Bars in Losers | 64 | 54 | 76 | 64 | 54 | 76 |
Bars Traded | 9077 | 4012 | 5064 | 9077 | 4012 | 5064 |
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 | 711041 | 682236 | -77968 | -105724 | -119943 | -113031 |
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{ "first_band": { "type": "swma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 101, "offset": 31 } } }
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# | 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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