Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1589508.8276 | 1413349.5488 | 176159.2788 | 32613420.4424 | 16118831.339 | 16494589.1034 |
Total P&L (%) | 1589.5088 | 1413.3495 | 176.1593 | 32613.4204 | 16118.8313 | 16494.5891 |
Avg Daily Profit (%) | 0.6349 | 0.5645 | 0.0704 | 0.2315 | 0.2035 | 0.2044 |
Buy And Hold Return (%) | 446.5337 | 446.5337 | 446.5337 | 446.5337 | 446.5337 | 446.5337 |
Max Trade Drawdown | -91210 | -59145 | -70134 | -39619323 | -28321809 | -15344435 |
Profit Factor | 4.8364 | 8.1449 | 1.8136 | 1.3264 | 1.2855 | 1.3796 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 46.875 | 43.75 | 50 | 46.875 | 43.75 | 50 |
Ratio Avg Win / Avg Loss | 5.4813 | 10.4721 | 1.8136 | 1.5033 | 1.6528 | 1.3796 |
Largest Winning Trade | 870411 | 870411 | 58060 | 20734680 | 20734680 | 19416011 |
Largest Losing Trade | -31745 | -22044 | -31745 | -11414011 | -8676147 | -11414011 |
Avg Bars in Trades | 115 | 104 | 125 | 115 | 104 | 125 |
Avg Bars in Winners | 189 | 178 | 199 | 189 | 178 | 199 |
Avg Bars in Losers | 49 | 46 | 51 | 49 | 46 | 51 |
Bars Traded | 7361 | 3341 | 4020 | 7361 | 3341 | 4020 |
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 | -127899 | 513154 | -261362 | -135051 | 241584 | 310060 |
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{ "first_band": { "type": "swma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 97, "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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