Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465694.7735 | 297673.7787 | 168020.9948 | 739604.885 | 457106.1284 | 282498.7565 |
Total P&L (%) | 465.6948 | 297.6738 | 168.021 | 739.6049 | 457.1061 | 282.4988 |
Avg Daily Profit (%) | 0.3436 | 0.2196 | 0.124 | 0.1571 | 0.1268 | 0.099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84958 | -86563 | -58202 | -294880 | -283494 | -225469 |
Profit Factor | 1.7139 | 1.8684 | 1.5428 | 1.4346 | 1.5035 | 1.3558 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 78 | 45 | 33 | 78 | 45 | 33 |
Profitability (%) | 39.5349 | 30.7692 | 48.4375 | 39.5349 | 30.7692 | 48.4375 |
Ratio Avg Win / Avg Loss | 2.6212 | 4.2038 | 1.6423 | 2.1941 | 3.3829 | 1.4433 |
Largest Winning Trade | 149138 | 149138 | 45093 | 196654 | 196654 | 175895 |
Largest Losing Trade | -28369 | -16069 | -28369 | -139759 | -81005 | -139759 |
Avg Bars in Trades | 30 | 27 | 34 | 30 | 27 | 34 |
Avg Bars in Winners | 55 | 56 | 55 | 55 | 56 | 55 |
Avg Bars in Losers | 14 | 14 | 15 | 14 | 14 | 15 |
Bars Traded | 3989 | 1778 | 2211 | 3989 | 1778 | 2211 |
Profit Streak | 32.1785 | 32.1785 | 34.1785 | 32.1785 | 32.1785 | 34.1785 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337174 | -127283 | -164079 | 250498 | -159907 | -199583 |
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{ "first_band": { "type": "wma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 20, "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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