Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71889.703 | 51071.8414 | 20817.8616 | 87274.4307 | 56777.8359 | 30496.5948 |
Total P&L (%) | 71.8897 | 51.0718 | 20.8179 | 87.2744 | 56.7778 | 30.4966 |
Avg Daily Profit (%) | 0.8281 | 0.5883 | 0.2398 | 0.7254 | 0.5193 | 0.3071 |
Buy And Hold Return (%) | 23.174 | 23.174 | 23.174 | 23.174 | 23.174 | 23.174 |
Max Trade Drawdown | -25151 | -16279 | -14686 | -47879 | -30997 | -25000 |
Profit Factor | 1.6328 | 1.8146 | 1.409 | 1.4549 | 1.5371 | 1.354 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 48.8 | 50 | 47.619 | 48.8 | 50 | 47.619 |
Ratio Avg Win / Avg Loss | 1.7131 | 1.8146 | 1.5499 | 1.5264 | 1.5371 | 1.4894 |
Largest Winning Trade | 19270 | 19270 | 11613 | 23793 | 23793 | 18030 |
Largest Losing Trade | -5941 | -5941 | -5852 | -10183 | -10130 | -10183 |
Avg Bars in Trades | 197 | 214 | 181 | 197 | 214 | 181 |
Avg Bars in Winners | 252 | 274 | 230 | 252 | 274 | 230 |
Avg Bars in Losers | 145 | 155 | 136 | 145 | 155 | 136 |
Bars Traded | 24731 | 13311 | 11420 | 24731 | 13311 | 11420 |
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 | 387477 | -147274 | -305508 | 350667 | -147021 | -208075 |
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{ "first_band": { "type": "wma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 177, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 177, "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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