Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561369.3319 | 463591.4835 | 97777.8485 | 430895.4776 | 531509.7495 | -100614.2719 |
Total P&L (%) | 561.3693 | 463.5915 | 97.7778 | 430.8955 | 531.5097 | -100.6143 |
Avg Daily Profit (%) | 0.239 | 0.1973 | 0.0416 | 0.0711 | 0.0785 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96547 | -58614 | -121969 | -375417 | -215754 | -414847 |
Profit Factor | 1.9691 | 2.6653 | 1.3249 | 1.2093 | 1.5891 | 0.913 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 57.3333 | 52.6316 | 62.1622 | 57.3333 | 52.6316 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.4654 | 2.3988 | 0.8065 | 0.9 | 1.4301 | 0.5557 |
Largest Winning Trade | 250058 | 250058 | 60956 | 332251 | 332251 | 127512 |
Largest Losing Trade | -44776 | -44776 | -43132 | -193836 | -164511 | -193836 |
Avg Bars in Trades | 122 | 117 | 127 | 122 | 117 | 127 |
Avg Bars in Winners | 138 | 135 | 140 | 138 | 135 | 140 |
Avg Bars in Losers | 102 | 97 | 108 | 102 | 97 | 108 |
Bars Traded | 9201 | 4467 | 4734 | 9201 | 4467 | 4734 |
Profit Streak | 0 | 0 | 71.0274 | 0 | 0 | 71.0274 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49049 | 469317 | -136192 | -160211 | -85546 | -578228 |
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{ "first_band": { "type": "wma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 150, "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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