Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150933.5041 | 218766.8001 | -67833.2959 | -806664.1612 | -330726.7734 | -475937.3878 |
Total P&L (%) | 150.9335 | 218.7668 | -67.8333 | -806.6642 | -330.7268 | -475.9374 |
Avg Daily Profit (%) | 0.1214 | 0.1759 | -0.0545 | 0 | 0 | 0 |
Buy And Hold Return (%) | 53.4831 | 53.4831 | 53.4831 | 53.4831 | 53.4831 | 53.4831 |
Max Trade Drawdown | -75004 | -48067 | -75004 | -653429 | -402625 | -368182 |
Profit Factor | 1.2632 | 2.4095 | 0.8378 | 0.5429 | 0.5541 | 0.5348 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 49 | 24 | 25 | 19 | 10 | 9 |
Losing Trades | 20 | 10 | 10 | 50 | 24 | 26 |
Profitability (%) | 71.0145 | 70.5882 | 71.4286 | 27.5362 | 29.4118 | 25.7143 |
Ratio Avg Win / Avg Loss | 0.5156 | 1.004 | 0.3351 | 1.4287 | 1.3298 | 1.545 |
Largest Winning Trade | 58841 | 58841 | 30408 | 189013 | 189013 | 165294 |
Largest Losing Trade | -211540 | -30432 | -211540 | -211540 | -170037 | -211540 |
Avg Bars in Trades | 205 | 218 | 192 | 205 | 218 | 192 |
Avg Bars in Winners | 148 | 172 | 125 | 333 | 329 | 338 |
Avg Bars in Losers | 344 | 329 | 359 | 156 | 172 | 141 |
Bars Traded | 14151 | 7424 | 6727 | 14151 | 7424 | 6727 |
Profit Streak | 60.7242 | 87.0575 | 60.7242 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137894 | 445134 | -577033 | -704025 | -589498 | -604676 |
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{ "first_band": { "type": "wma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 215, "offset": 200 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 215, "offset": 200 } } }
# | 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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