Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2355767.5668 | 2257902.7437 | 97864.8231 | 3558628.0146 | 7711699.1658 | -4153071.1512 |
Total P&L (%) | 2355.7676 | 2257.9027 | 97.8648 | 3558.628 | 7711.6992 | -4153.0712 |
Avg Daily Profit (%) | 1.0648 | 1.0206 | 0.0442 | 0.1628 | 0.1972 | 0 |
Buy And Hold Return (%) | 302.4109 | 302.4109 | 302.4109 | 302.4109 | 302.4109 | 302.4109 |
Max Trade Drawdown | -147150 | -84192 | -99845 | -7994909 | -3615362 | -6895516 |
Profit Factor | 5.3255 | 11.6386 | 1.2944 | 1.1401 | 1.8316 | 0.7426 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 46.875 | 50 | 43.75 | 46.875 | 50 | 43.75 |
Ratio Avg Win / Avg Loss | 6.0355 | 11.6386 | 1.6643 | 1.2921 | 1.8316 | 0.9548 |
Largest Winning Trade | 2073374 | 2073374 | 56682 | 8812465 | 8812465 | 2219251 |
Largest Losing Trade | -51288 | -42507 | -51288 | -3236907 | -2732014 | -3236907 |
Avg Bars in Trades | 99 | 93 | 106 | 99 | 93 | 106 |
Avg Bars in Winners | 164 | 142 | 189 | 164 | 142 | 189 |
Avg Bars in Losers | 43 | 44 | 42 | 43 | 44 | 42 |
Bars Traded | 6399 | 2984 | 3415 | 6399 | 2984 | 3415 |
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 | -123285 | 786721 | -300904 | -203451 | 412440 | -583240 |
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{ "first_band": { "type": "wma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 65, "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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