Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71043.2541 | 55257.239 | 15786.0151 | 85051.1305 | 68144.6026 | 16906.5279 |
Total P&L (%) | 71.0433 | 55.2572 | 15.786 | 85.0511 | 68.1446 | 16.9065 |
Avg Daily Profit (%) | 0.8184 | 0.6365 | 0.1818 | 0.7115 | 0.6004 | 0.1801 |
Buy And Hold Return (%) | 28.8142 | 28.8142 | 28.8142 | 28.8142 | 28.8142 | 28.8142 |
Max Trade Drawdown | -25526 | -13569 | -12476 | -32959 | -18024 | -15467 |
Profit Factor | 1.8974 | 2.5691 | 1.3592 | 1.8159 | 2.4323 | 1.2984 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 45.977 | 45.4545 | 46.5116 | 45.977 | 45.4545 | 46.5116 |
Ratio Avg Win / Avg Loss | 2.2295 | 3.083 | 1.5631 | 2.1337 | 2.9187 | 1.4931 |
Largest Winning Trade | 37532 | 37532 | 8345 | 54580 | 54580 | 9589 |
Largest Losing Trade | -4445 | -4445 | -4025 | -8609 | -8609 | -6342 |
Avg Bars in Trades | 283 | 287 | 278 | 283 | 287 | 278 |
Avg Bars in Winners | 459 | 476 | 442 | 459 | 476 | 442 |
Avg Bars in Losers | 133 | 130 | 136 | 133 | 130 | 136 |
Bars Traded | 24635 | 12649 | 11986 | 24635 | 12649 | 11986 |
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 | 344928 | 195663 | -159729 | 324178 | 272379 | -161505 |
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{ "first_band": { "type": "wma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 236, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 236, "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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