Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630611.0879 | 636071.766 | -5460.6782 | 338717.3145 | 806818.8762 | -468101.5616 |
Total P&L (%) | 630.6111 | 636.0718 | -5.4607 | 338.7173 | 806.8189 | -468.1016 |
Avg Daily Profit (%) | 0.3487 | 0.3517 | -0.003 | 0.0818 | 0.122 | 0 |
Buy And Hold Return (%) | 214.8383 | 214.8383 | 214.8383 | 214.8383 | 214.8383 | 214.8383 |
Max Trade Drawdown | -104953 | -72921 | -69487 | -1163363 | -703525 | -601833 |
Profit Factor | 2.1949 | 3.7413 | 0.9815 | 1.1329 | 1.6796 | 0.6561 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 44.0678 | 44.8276 | 43.3333 | 44.0678 | 44.8276 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.7859 | 4.6046 | 1.2835 | 1.4379 | 2.0672 | 0.858 |
Largest Winning Trade | 290528 | 290528 | 74399 | 674747 | 674747 | 230222 |
Largest Losing Trade | -51815 | -39256 | -51815 | -319673 | -223424 | -319673 |
Avg Bars in Trades | 88 | 83 | 93 | 88 | 83 | 93 |
Avg Bars in Winners | 151 | 146 | 155 | 151 | 146 | 155 |
Avg Bars in Losers | 38 | 31 | 45 | 38 | 31 | 45 |
Bars Traded | 5204 | 2408 | 2796 | 5204 | 2408 | 2796 |
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 | -171490 | 395781 | -581751 | -349583 | -31051 | -583418 |
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{ "first_band": { "type": "wma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 75, "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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