Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87290.9207 | 46090.1419 | 41200.7788 | -67452.2068 | 35513.3961 | -102965.6029 |
Total P&L (%) | 87.2909 | 46.0901 | 41.2008 | -67.4522 | 35.5134 | -102.9656 |
Avg Daily Profit (%) | 0.3352 | 0.177 | 0.1582 | -0.4301 | 0.1168 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93190 | -24878 | -93190 | -222426 | -41044 | -222426 |
Profit Factor | 1.3584 | 1.5137 | 1.2678 | 0.8405 | 1.3174 | 0.6689 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 68.6047 | 62.7907 | 74.4186 | 68.6047 | 62.7907 | 74.4186 |
Ratio Avg Win / Avg Loss | 0.6216 | 0.897 | 0.4358 | 0.3846 | 0.7807 | 0.2299 |
Largest Winning Trade | 19923 | 13632 | 19923 | 27761 | 16865 | 27761 |
Largest Losing Trade | -93190 | -19278 | -93190 | -222426 | -32213 | -222426 |
Avg Bars in Trades | 282 | 294 | 270 | 282 | 294 | 270 |
Avg Bars in Winners | 230 | 248 | 214 | 230 | 248 | 214 |
Avg Bars in Losers | 397 | 372 | 433 | 397 | 372 | 433 |
Bars Traded | 24301 | 12670 | 11631 | 24301 | 12670 | 11631 |
Profit Streak | 0 | 0 | 17.0573 | 0 | 0 | 17.0573 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326674 | 208087 | 207359 | -579254 | -40904 | -578386 |
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{ "first_band": { "type": "tema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 91, "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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