Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743496.5395 | 638186.9626 | 105309.5769 | -1020979.4901 | 122353.0369 | -1143332.527 |
Total P&L (%) | 743.4965 | 638.187 | 105.3096 | -1020.9795 | 122.353 | -1143.3325 |
Avg Daily Profit (%) | 0.4646 | 0.3988 | 0.0658 | 0 | 0.0499 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194470 | -106961 | -43547 | -1272056 | -431161 | -826323 |
Profit Factor | 2.3626 | 3.2272 | 1.4064 | 0.5591 | 1.1171 | 0.1003 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 34 | 14 | 20 | 23 | 16 | 7 |
Losing Trades | 23 | 15 | 8 | 34 | 13 | 21 |
Profitability (%) | 59.6491 | 48.2759 | 71.4286 | 40.3509 | 55.1724 | 25 |
Ratio Avg Win / Avg Loss | 1.5982 | 3.4577 | 0.5626 | 0.8265 | 0.9076 | 0.301 |
Largest Winning Trade | 399240 | 399240 | 39364 | 644765 | 644765 | 44271 |
Largest Losing Trade | -128389 | -65472 | -128389 | -336008 | -315542 | -336008 |
Avg Bars in Trades | 108 | 123 | 92 | 108 | 123 | 92 |
Avg Bars in Winners | 113 | 133 | 99 | 109 | 121 | 82 |
Avg Bars in Losers | 101 | 114 | 75 | 107 | 126 | 95 |
Bars Traded | 6168 | 3586 | 2582 | 6168 | 3586 | 2582 |
Profit Streak | 0 | 0 | 350.0581 | 23.5581 | 67.0581 | 0 |
Trades During Streak | 0 | 0 | 5 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163449 | 546474 | -122889 | -763484 | -218433 | -631648 |
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{ "first_band": { "type": "tema", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 39, "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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