Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1311702.9055 | 1217976.2149 | 93726.6906 | 5660175.1523 | 3988126.5671 | 1672048.5852 |
Total P&L (%) | 1311.7029 | 1217.9762 | 93.7267 | 5660.1752 | 3988.1266 | 1672.0486 |
Avg Daily Profit (%) | 0.7231 | 0.6714 | 0.0517 | 0.2237 | 0.2048 | 0.1586 |
Buy And Hold Return (%) | 621.2374 | 621.2374 | 621.2374 | 621.2374 | 621.2374 | 621.2374 |
Max Trade Drawdown | -101068 | -50730 | -82165 | -1577984 | -1466143 | -938082 |
Profit Factor | 3.8043 | 6.5001 | 1.3805 | 1.7251 | 1.9894 | 1.4429 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 44.4444 | 43.75 | 45.1613 | 44.4444 | 43.75 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.7553 | 8.3573 | 1.6764 | 2.1564 | 2.5578 | 1.7521 |
Largest Winning Trade | 835607 | 835607 | 68711 | 1678712 | 1337380 | 1678712 |
Largest Losing Trade | -63787 | -32495 | -63787 | -938082 | -806987 | -938082 |
Avg Bars in Trades | 53 | 56 | 51 | 53 | 56 | 51 |
Avg Bars in Winners | 76 | 73 | 79 | 76 | 73 | 79 |
Avg Bars in Losers | 35 | 43 | 27 | 35 | 43 | 27 |
Bars Traded | 3398 | 1808 | 1590 | 3398 | 1808 | 1590 |
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 | -140157 | 395303 | -289926 | -141927 | 324301 | 160033 |
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{ "first_band": { "type": "tema", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 11, "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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