Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1650815.4833 | 1637638.449 | 13177.0343 | 14966085.0177 | 39677741.0956 | -24711656.0778 |
Total P&L (%) | 1650.8155 | 1637.6384 | 13.177 | 14966.085 | 39677.7411 | -24711.6561 |
Avg Daily Profit (%) | 0.8875 | 0.8805 | 0.0071 | 0.27 | 0.3223 | 0 |
Buy And Hold Return (%) | 7681.5089 | 7681.5089 | 7681.5089 | 7681.5089 | 7681.5089 | 7681.5089 |
Max Trade Drawdown | -144820 | -82791 | -131078 | -38160926 | -19085250 | -31055467 |
Profit Factor | 3.2107 | 5.6563 | 1.0334 | 1.165 | 1.945 | 0.4926 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Profitability (%) | 45.509 | 44.5783 | 46.4286 | 45.509 | 44.5783 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.8444 | 7.0322 | 1.1923 | 1.395 | 2.4182 | 0.5684 |
Largest Winning Trade | 819771 | 819771 | 57768 | 36501582 | 36501582 | 4078576 |
Largest Losing Trade | -24698 | -24698 | -24375 | -10297174 | -10297174 | -4603024 |
Avg Bars in Trades | 43 | 46 | 40 | 43 | 46 | 40 |
Avg Bars in Winners | 65 | 71 | 60 | 65 | 71 | 60 |
Avg Bars in Losers | 24 | 26 | 23 | 24 | 26 | 23 |
Bars Traded | 7256 | 3866 | 3389 | 7256 | 3866 | 3389 |
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 | -147270 | -146706 | -534691 | -38473 | 328106 | -582496 |
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{ "first_band": { "type": "pwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 134, "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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