Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733998.7013 | 605477.9394 | 128520.7618 | 1177665.8887 | 320418.6461 | 857247.2427 |
Total P&L (%) | 733.9987 | 605.4779 | 128.5208 | 1177.6659 | 320.4186 | 857.2472 |
Avg Daily Profit (%) | 0.3038 | 0.2506 | 0.0532 | 0.1055 | 0.0595 | 0.0935 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96306 | -61705 | -155085 | -905747 | -605458 | -433830 |
Profit Factor | 2.3439 | 3.2711 | 1.4597 | 1.3782 | 1.1771 | 1.6571 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 39.1304 | 34.2857 | 44.1176 | 39.1304 | 34.2857 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.6461 | 6.2697 | 1.8489 | 2.1439 | 2.2561 | 2.099 |
Largest Winning Trade | 262374 | 262374 | 65565 | 595811 | 398052 | 595811 |
Largest Losing Trade | -57287 | -27637 | -57287 | -292530 | -292530 | -223972 |
Avg Bars in Trades | 103 | 88 | 118 | 103 | 88 | 118 |
Avg Bars in Winners | 183 | 164 | 198 | 183 | 164 | 198 |
Avg Bars in Losers | 51 | 49 | 55 | 51 | 49 | 55 |
Bars Traded | 7133 | 3106 | 4027 | 7133 | 3106 | 4027 |
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 | -97116 | 309691 | -122022 | -160569 | -144270 | -66852 |
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{ "first_band": { "type": "wma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 90, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 90, "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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