Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 831255.2581 | 664344.0178 | 166911.2403 | 3087571.3166 | 405234.1185 | 2682337.1981 |
Total P&L (%) | 831.2553 | 664.344 | 166.9112 | 3087.5713 | 405.2341 | 2682.3372 |
Avg Daily Profit (%) | 0.3451 | 0.2758 | 0.0693 | 0.1438 | 0.0673 | 0.1382 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97190 | -78018 | -96979 | -3267312 | -2101068 | -1383962 |
Profit Factor | 2.3571 | 3.0098 | 1.592 | 1.2548 | 1.0558 | 1.5528 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 37 | 34 | 40 | 37 | 34 | 40 |
Ratio Avg Win / Avg Loss | 4.0135 | 5.8425 | 2.388 | 2.1366 | 2.0495 | 2.3292 |
Largest Winning Trade | 304897 | 304897 | 63476 | 2222507 | 1750326 | 2222507 |
Largest Losing Trade | -25451 | -25451 | -20216 | -659662 | -659662 | -578939 |
Avg Bars in Trades | 141 | 125 | 156 | 141 | 125 | 156 |
Avg Bars in Winners | 271 | 240 | 298 | 271 | 240 | 298 |
Avg Bars in Losers | 64 | 66 | 62 | 64 | 66 | 62 |
Bars Traded | 14108 | 6264 | 7844 | 14108 | 6264 | 7844 |
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 | 323218 | -171842 | -281369 | -4475 | -447427 | -189347 |
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{ "first_band": { "type": "wma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 130, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 130, "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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