Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902975.5147 | 789601.9821 | 113373.5326 | 4249942.0751 | 1207158.0483 | 3042784.0269 |
Total P&L (%) | 902.9755 | 789.602 | 113.3735 | 4249.9421 | 1207.158 | 3042.784 |
Avg Daily Profit (%) | 0.488 | 0.4267 | 0.0613 | 0.2041 | 0.139 | 0.1865 |
Buy And Hold Return (%) | 156.5517 | 156.5517 | 156.5517 | 156.5517 | 156.5517 | 156.5517 |
Max Trade Drawdown | -100969 | -80901 | -65361 | -7598276 | -5340565 | -4459728 |
Profit Factor | 2.7209 | 4.6174 | 1.37 | 1.2639 | 1.139 | 1.41 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 43.0769 | 45.4545 | 40.625 | 43.0769 | 45.4545 | 40.625 |
Ratio Avg Win / Avg Loss | 3.5955 | 5.5409 | 2.0023 | 1.6702 | 1.3668 | 2.0608 |
Largest Winning Trade | 392040 | 392040 | 71401 | 3130459 | 3130459 | 2510356 |
Largest Losing Trade | -35835 | -34731 | -35835 | -1940480 | -1940480 | -1325701 |
Avg Bars in Trades | 55 | 53 | 57 | 55 | 53 | 57 |
Avg Bars in Winners | 97 | 86 | 109 | 97 | 86 | 109 |
Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
Bars Traded | 3614 | 1762 | 1852 | 3614 | 1762 | 1852 |
Profit Streak | 0 | 0 | 162.9958 | 0 | 0 | 162.9958 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124100 | 518149 | -277985 | -129922 | -76455 | 254786 |
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{ "first_band": { "type": "wma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 41, "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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