Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2174063.2894 | 2119472.2743 | 54591.0152 | 2078111.1093 | 10532755.2485 | -8454644.1392 |
Total P&L (%) | 2174.0633 | 2119.4723 | 54.591 | 2078.1111 | 10532.7552 | -8454.6441 |
Avg Daily Profit (%) | 0.9816 | 0.957 | 0.0246 | 0.1392 | 0.2109 | 0 |
Buy And Hold Return (%) | 806.5817 | 806.5817 | 806.5817 | 806.5817 | 806.5817 | 806.5817 |
Max Trade Drawdown | -115879 | -96629 | -100835 | -17142354 | -10003301 | -10141636 |
Profit Factor | 3.1196 | 5.3536 | 1.1013 | 1.0258 | 1.2777 | 0.8018 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Losing Trades | 173 | 89 | 84 | 173 | 89 | 84 |
Profitability (%) | 42.1405 | 40.6667 | 43.6242 | 42.1405 | 40.6667 | 43.6242 |
Ratio Avg Win / Avg Loss | 4.2832 | 7.811 | 1.4232 | 1.4084 | 1.8642 | 1.0361 |
Largest Winning Trade | 1938446 | 1938446 | 45407 | 18372662 | 18372662 | 3468005 |
Largest Losing Trade | -36364 | -36364 | -33647 | -3955760 | -3335129 | -3955760 |
Avg Bars in Trades | 29 | 28 | 29 | 29 | 28 | 29 |
Avg Bars in Winners | 47 | 48 | 45 | 47 | 48 | 45 |
Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
Bars Traded | 8692 | 4297 | 4395 | 8692 | 4297 | 4395 |
Profit Streak | 0 | 0 | 5.5392 | 0 | 0 | 5.5392 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528754 | 532553 | -436466 | -203634 | 218470 | -580767 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 99, "na": 0.2748, "nb": 0.53738, "nc": 0.23433 } }, "second_band": { "type": "tema", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 99, "na": 0.2748, "nb": 0.53738, "nc": 0.23433 } }, "second_band": { "type": "tema", "factors": { "length": 33, "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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