Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 809236.4501 | 702181.5798 | 107054.8703 | 332741.8838 | 64541.5682 | 268200.3156 |
Total P&L (%) | 809.2365 | 702.1816 | 107.0549 | 332.7419 | 64.5416 | 268.2003 |
Avg Daily Profit (%) | 0.5056 | 0.4387 | 0.0669 | 0.0916 | 0.0311 | 0.0815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129377 | -103395 | -74131 | -582147 | -546792 | -479299 |
Profit Factor | 1.954 | 2.4995 | 1.2817 | 1.0951 | 1.0338 | 1.1684 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 105 | 58 | 47 | 105 | 58 | 47 |
Profitability (%) | 33.5443 | 26.5823 | 40.5063 | 33.5443 | 26.5823 | 40.5063 |
Ratio Avg Win / Avg Loss | 3.8711 | 6.9034 | 1.8825 | 2.1695 | 2.8554 | 1.7161 |
Largest Winning Trade | 524766 | 524766 | 52364 | 587197 | 587197 | 249631 |
Largest Losing Trade | -39030 | -25640 | -39030 | -176548 | -107275 | -176548 |
Avg Bars in Trades | 119 | 109 | 130 | 119 | 109 | 130 |
Avg Bars in Winners | 241 | 247 | 237 | 241 | 247 | 237 |
Avg Bars in Losers | 58 | 59 | 56 | 58 | 59 | 56 |
Bars Traded | 18909 | 8625 | 10284 | 18909 | 8625 | 10284 |
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 | 316435 | -34956 | -133183 | -191121 | -383671 | -149015 |
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{ "first_band": { "type": "wma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 115, "offset": 0 } } }
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# | 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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