Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434978.7244 | 439300.2947 | -4321.5704 | 8857.9135 | 253169.3628 | -244311.4492 |
Total P&L (%) | 434.9787 | 439.3003 | -4.3216 | 8.8579 | 253.1694 | -244.3114 |
Avg Daily Profit (%) | 0.2266 | 0.2288 | -0.0023 | 0.0044 | 0.0657 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177977 | -129011 | -102115 | -1190831 | -1011546 | -806142 |
Profit Factor | 1.5682 | 2.1838 | 0.989 | 1.0021 | 1.1122 | 0.8777 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 46.8085 | 40.4255 | 53.1915 | 46.8085 | 40.4255 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.782 | 3.2183 | 0.8704 | 1.1387 | 1.6391 | 0.7724 |
Largest Winning Trade | 202349 | 202349 | 48670 | 850795 | 850795 | 274793 |
Largest Losing Trade | -49659 | -41665 | -49659 | -589065 | -375477 | -589065 |
Avg Bars in Trades | 241 | 235 | 248 | 241 | 235 | 248 |
Avg Bars in Winners | 366 | 384 | 352 | 366 | 384 | 352 |
Avg Bars in Losers | 132 | 134 | 130 | 132 | 134 | 130 |
Bars Traded | 22739 | 11067 | 11672 | 22739 | 11067 | 11672 |
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 | 348896 | 301686 | -580283 | -571916 | -204766 | -580283 |
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{ "first_band": { "type": "wma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 211, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 211, "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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