Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569687.5347 | 600555.6103 | -30868.0756 | -77216.4497 | 414204.3739 | -491420.8236 |
Total P&L (%) | 569.6875 | 600.5556 | -30.8681 | -77.2165 | 414.2044 | -491.4208 |
Avg Daily Profit (%) | 0.2278 | 0.2401 | -0.0123 | -0.0591 | 0.0655 | 0 |
Buy And Hold Return (%) | 247.713 | 247.713 | 247.713 | 247.713 | 247.713 | 247.713 |
Max Trade Drawdown | -222990 | -65437 | -211744 | -465212 | -29636 | -519761 |
Profit Factor | 1.9427 | 4.1216 | 0.9251 | 0.8881 | 10.4042 | 0.2389 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 53.0303 | 48.4848 | 57.5758 | 53.0303 | 48.4848 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.7207 | 4.3792 | 0.6816 | 0.7866 | 11.0544 | 0.1761 |
Largest Winning Trade | 371782 | 371782 | 49900 | 250568 | 250568 | 52236 |
Largest Losing Trade | -93150 | -25533 | -93150 | -435129 | -21376 | -435129 |
Avg Bars in Trades | 109 | 117 | 102 | 109 | 117 | 102 |
Avg Bars in Winners | 122 | 108 | 133 | 122 | 108 | 133 |
Avg Bars in Losers | 95 | 125 | 59 | 95 | 125 | 59 |
Bars Traded | 7245 | 3874 | 3371 | 7245 | 3874 | 3371 |
Profit Streak | 128.3183 | 128.3183 | 322.6517 | 128.3183 | 128.3183 | 322.6517 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119681 | 411301 | -578475 | -707533 | -106075 | -578475 |
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{ "first_band": { "type": "tema", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 39, "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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