Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896169.5334 | 718384.8466 | 177784.6868 | 4117658.8052 | -259489.33 | 4377148.1351 |
Total P&L (%) | 896.1695 | 718.3848 | 177.7847 | 4117.6588 | -259.4893 | 4377.1481 |
Avg Daily Profit (%) | 0.3715 | 0.2978 | 0.0737 | 0.1552 | 0 | 0.1577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118087 | -80641 | -74571 | -4971108 | -3888003 | -1755124 |
Profit Factor | 2.6784 | 3.4159 | 1.7515 | 1.2498 | 0.9745 | 1.6939 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 36.9048 | 33.3333 | 40.4762 | 36.9048 | 33.3333 | 40.4762 |
Ratio Avg Win / Avg Loss | 4.5793 | 6.8318 | 2.5757 | 2.1368 | 1.949 | 2.491 |
Largest Winning Trade | 284699 | 284699 | 72897 | 2614064 | 2614064 | 2496481 |
Largest Losing Trade | -27534 | -25155 | -27534 | -1340963 | -1340963 | -1104346 |
Avg Bars in Trades | 83 | 71 | 96 | 83 | 71 | 96 |
Avg Bars in Winners | 157 | 147 | 165 | 157 | 147 | 165 |
Avg Bars in Losers | 40 | 33 | 48 | 40 | 33 | 48 |
Bars Traded | 7034 | 2997 | 4037 | 7034 | 2997 | 4037 |
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 | 350817 | 322852 | -94882 | 132318 | -584438 | 260113 |
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{ "first_band": { "type": "wma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 47, "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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