Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300717.8433 | 305400.8877 | -4683.0444 | -208189.9279 | -70648.4426 | -137541.4853 |
Total P&L (%) | 300.7178 | 305.4009 | -4.683 | -208.1899 | -70.6484 | -137.5415 |
Avg Daily Profit (%) | 0.1597 | 0.1622 | -0.0025 | 0 | -0.0651 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202509 | -53981 | -232813 | -1181807 | -346067 | -914111 |
Profit Factor | 1.3001 | 1.9396 | 0.9931 | 0.9075 | 0.9099 | 0.9062 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 96 | 47 | 49 | 59 | 33 | 26 |
Losing Trades | 55 | 29 | 26 | 92 | 43 | 49 |
Profitability (%) | 63.5762 | 61.8421 | 65.3333 | 39.0728 | 43.4211 | 34.6667 |
Ratio Avg Win / Avg Loss | 0.7448 | 1.1968 | 0.5269 | 1.415 | 1.1856 | 1.7078 |
Largest Winning Trade | 86225 | 86225 | 44340 | 483193 | 156055 | 483193 |
Largest Losing Trade | -173417 | -32161 | -173417 | -232868 | -100981 | -232868 |
Avg Bars in Trades | 48 | 47 | 48 | 48 | 47 | 48 |
Avg Bars in Winners | 40 | 38 | 43 | 56 | 59 | 52 |
Avg Bars in Losers | 61 | 63 | 59 | 43 | 38 | 46 |
Bars Traded | 7296 | 3633 | 3663 | 7296 | 3633 | 3663 |
Profit Streak | 16.5992 | 19.0992 | 0 | 0 | 0 | 91.0992 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317487 | -36709 | -635470 | -582569 | -631127 | -639518 |
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{ "first_band": { "type": "wma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 39, "offset": 75 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 39, "offset": 75 } } }
# | 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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