Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1034492.2987 | 917072.4907 | 117419.8081 | 12988628.9185 | 2320436.9203 | 10668191.9982 |
Total P&L (%) | 1034.4923 | 917.0725 | 117.4198 | 12988.6289 | 2320.4369 | 10668.192 |
Avg Daily Profit (%) | 0.4375 | 0.3878 | 0.0497 | 0.2063 | 0.1348 | 0.1981 |
Buy And Hold Return (%) | 609.5298 | 609.5298 | 609.5298 | 609.5298 | 609.5298 | 609.5298 |
Max Trade Drawdown | -68288 | -109394 | -29973 | -5159927 | -6656367 | -2170353 |
Profit Factor | 3.3281 | 5.0255 | 1.5423 | 1.4726 | 1.1261 | 2.1747 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 51.4286 | 51.4286 | 51.4286 | 51.4286 | 51.4286 | 51.4286 |
Ratio Avg Win / Avg Loss | 3.1432 | 4.7463 | 1.4566 | 1.3908 | 1.0635 | 2.0539 |
Largest Winning Trade | 270171 | 270171 | 63948 | 7117898 | 5517051 | 7117898 |
Largest Losing Trade | -44854 | -25489 | -44854 | -3228041 | -3228041 | -1612428 |
Avg Bars in Trades | 200 | 196 | 203 | 200 | 196 | 203 |
Avg Bars in Winners | 251 | 248 | 253 | 251 | 248 | 253 |
Avg Bars in Losers | 145 | 141 | 150 | 145 | 141 | 150 |
Bars Traded | 14001 | 6874 | 7127 | 14001 | 6874 | 7127 |
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 | -90791 | 267854 | -290636 | -89083 | -96621 | 444031 |
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{ "first_band": { "type": "wma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 142, "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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