Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595536.0692 | 502886.8062 | 92649.2631 | 1374866.9767 | 313586.0994 | 1061280.8774 |
Total P&L (%) | 595.5361 | 502.8868 | 92.6493 | 1374.867 | 313.5861 | 1061.2809 |
Avg Daily Profit (%) | 0.3205 | 0.2707 | 0.0499 | 0.145 | 0.0764 | 0.1321 |
Buy And Hold Return (%) | 16.1401 | 16.1401 | 16.1401 | 16.1401 | 16.1401 | 16.1401 |
Max Trade Drawdown | -99750 | -68395 | -115569 | -1681348 | -1201812 | -775463 |
Profit Factor | 1.918 | 2.5246 | 1.2906 | 1.1914 | 1.0808 | 1.3214 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 36.6864 | 34.1176 | 39.2857 | 36.6864 | 34.1176 | 39.2857 |
Ratio Avg Win / Avg Loss | 3.3102 | 4.8751 | 1.9945 | 2.0561 | 2.087 | 2.0422 |
Largest Winning Trade | 185345 | 185345 | 61453 | 797369 | 792109 | 797369 |
Largest Losing Trade | -46536 | -21430 | -46536 | -511748 | -444763 | -511748 |
Avg Bars in Trades | 127 | 119 | 135 | 127 | 119 | 135 |
Avg Bars in Winners | 227 | 212 | 240 | 227 | 212 | 240 |
Avg Bars in Losers | 69 | 71 | 67 | 69 | 71 | 67 |
Bars Traded | 21551 | 10182 | 11369 | 21551 | 10182 | 11369 |
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 | 303041 | 250242 | -130515 | -12333 | -227969 | -19467 |
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{ "first_band": { "type": "wma", "factors": { "length": 11, "offset": 186 } }, "second_band": { "type": "tema", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 11, "offset": 186 } }, "second_band": { "type": "tema", "factors": { "length": 107, "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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