Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2045297.8323 | 1935560.219 | 109737.6132 | 6932916.1786 | 2824257.9438 | 4108658.2349 |
Total P&L (%) | 2045.2978 | 1935.5602 | 109.7376 | 6932.9162 | 2824.2579 | 4108.6582 |
Avg Daily Profit (%) | 1.09 | 1.0315 | 0.0585 | 0.2269 | 0.1801 | 0.1995 |
Buy And Hold Return (%) | 553.6891 | 553.6891 | 553.6891 | 553.6891 | 553.6891 | 553.6891 |
Max Trade Drawdown | -88264 | -94499 | -86009 | -4324285 | -3860797 | -2083946 |
Profit Factor | 4.6759 | 7.1142 | 1.4575 | 1.3787 | 1.2619 | 1.5461 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 35.0649 | 25.641 | 44.7368 | 35.0649 | 25.641 | 44.7368 |
Ratio Avg Win / Avg Loss | 8.659 | 20.6313 | 1.8005 | 2.5531 | 3.6594 | 1.9099 |
Largest Winning Trade | 1328990 | 1328990 | 57206 | 3575305 | 3575305 | 2841764 |
Largest Losing Trade | -35973 | -29792 | -35973 | -1530032 | -1424904 | -1530032 |
Avg Bars in Trades | 47 | 40 | 53 | 47 | 40 | 53 |
Avg Bars in Winners | 90 | 87 | 91 | 90 | 87 | 91 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 3627 | 1584 | 2043 | 3627 | 1584 | 2043 |
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 | -33605 | -7744 | -280486 | -42142 | -19405 | 313140 |
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{ "first_band": { "type": "wma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 42, "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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