Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 774336.3258 | 612278.4409 | 162057.8849 | 1603290.4222 | 1102654.7679 | 500635.6542 |
Total P&L (%) | 774.3363 | 612.2784 | 162.0579 | 1603.2904 | 1102.6548 | 500.6357 |
Avg Daily Profit (%) | 0.4857 | 0.3841 | 0.1017 | 0.178 | 0.1561 | 0.1125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56613 | -65251 | -70949 | -920952 | -680407 | -563431 |
Profit Factor | 2.4914 | 3.1918 | 1.6756 | 1.4562 | 1.5875 | 1.3057 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 39.0244 | 31.7073 | 46.3415 | 39.0244 | 31.7073 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.8928 | 6.8747 | 1.9402 | 2.2753 | 3.4192 | 1.5119 |
Largest Winning Trade | 386810 | 386810 | 61188 | 888850 | 888850 | 454123 |
Largest Losing Trade | -25908 | -19610 | -25908 | -514939 | -246299 | -514939 |
Avg Bars in Trades | 114 | 96 | 131 | 114 | 96 | 131 |
Avg Bars in Winners | 203 | 189 | 212 | 203 | 189 | 212 |
Avg Bars in Losers | 57 | 53 | 62 | 57 | 53 | 62 |
Bars Traded | 9370 | 3962 | 5408 | 9370 | 3962 | 5408 |
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 | 78569 | 310793 | -55476 | -3046 | 127320 | -42514 |
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{ "first_band": { "type": "wma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 97, "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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