Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1518968.253 | 1401366.1796 | 117602.0734 | 70871275.813 | 58577429.8965 | 12293845.9165 |
Total P&L (%) | 1518.9683 | 1401.3662 | 117.6021 | 70871.2758 | 58577.4299 | 12293.8459 |
Avg Daily Profit (%) | 0.8155 | 0.7523 | 0.0631 | 0.3531 | 0.3428 | 0.2591 |
Buy And Hold Return (%) | 6188.591 | 6188.591 | 6188.591 | 6188.591 | 6188.591 | 6188.591 |
Max Trade Drawdown | -82839 | -99240 | -74990 | -20468573 | -7744881 | -19052732 |
Profit Factor | 4.1031 | 7.4495 | 1.432 | 2.0593 | 3.4535 | 1.2857 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 41.791 | 43.2836 | 40.2985 | 41.791 | 43.2836 | 40.2985 |
Ratio Avg Win / Avg Loss | 5.7151 | 9.7614 | 2.1215 | 2.8683 | 4.5252 | 1.9048 |
Largest Winning Trade | 558757 | 558757 | 62433 | 15438800 | 14710652 | 15438800 |
Largest Losing Trade | -24623 | -21429 | -24623 | -16300364 | -5773633 | -16300364 |
Avg Bars in Trades | 162 | 164 | 160 | 162 | 164 | 160 |
Avg Bars in Winners | 288 | 287 | 289 | 288 | 287 | 289 |
Avg Bars in Losers | 72 | 70 | 73 | 72 | 70 | 73 |
Bars Traded | 21789 | 11033 | 10756 | 21789 | 11033 | 10756 |
Profit Streak | 30.6953 | 0 | 34.4453 | 30.6953 | 0 | 34.4453 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147758 | -264060 | -392590 | 394683 | -103706 | -117517 |
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{ "first_band": { "type": "sma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 206, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 206, "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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