Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1272921.3223 | 1235578.4893 | 37342.8331 | 1796616.8541 | 1860062.6337 | -63445.7796 |
Total P&L (%) | 1272.9213 | 1235.5785 | 37.3428 | 1796.6169 | 1860.0626 | -63.4458 |
Avg Daily Profit (%) | 0.6993 | 0.6788 | 0.0205 | 0.1618 | 0.1636 | -0.0553 |
Buy And Hold Return (%) | 565.6885 | 565.6885 | 565.6885 | 565.6885 | 565.6885 | 565.6885 |
Max Trade Drawdown | -169628 | -75320 | -103367 | -2493660 | -1865554 | -1314862 |
Profit Factor | 3.4015 | 5.5696 | 1.1438 | 1.2808 | 1.5538 | 0.9791 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 37.2881 | 34.4828 | 40 | 37.2881 | 34.4828 | 40 |
Ratio Avg Win / Avg Loss | 5.7207 | 10.5822 | 1.7157 | 2.1541 | 2.9523 | 1.4687 |
Largest Winning Trade | 655496 | 655496 | 72453 | 2102469 | 2102469 | 1306627 |
Largest Losing Trade | -42570 | -34685 | -42570 | -1416468 | -1416468 | -869074 |
Avg Bars in Trades | 90 | 90 | 90 | 90 | 90 | 90 |
Avg Bars in Winners | 160 | 167 | 154 | 160 | 167 | 154 |
Avg Bars in Losers | 49 | 49 | 48 | 49 | 49 | 48 |
Bars Traded | 5344 | 2618 | 2726 | 5344 | 2618 | 2726 |
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 | -171131 | 309311 | -396392 | -178887 | 55018 | -583047 |
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{ "first_band": { "type": "wma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 62, "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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