Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1261412.5643 | 1206577.589 | 54834.9752 | 3146091.5583 | 3180553.7442 | -34462.1859 |
Total P&L (%) | 1261.4126 | 1206.5776 | 54.835 | 3146.0916 | 3180.5537 | -34.4622 |
Avg Daily Profit (%) | 0.6937 | 0.6635 | 0.0302 | 0.1916 | 0.1921 | -0.0232 |
Buy And Hold Return (%) | 626.5445 | 626.5445 | 626.5445 | 626.5445 | 626.5445 | 626.5445 |
Max Trade Drawdown | -123680 | -57311 | -93656 | -1991700 | -1929089 | -1028331 |
Profit Factor | 3.6483 | 6.4272 | 1.2159 | 1.3976 | 1.8008 | 0.9913 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 38.9831 | 37.931 | 40 | 38.9831 | 37.931 | 40 |
Ratio Avg Win / Avg Loss | 5.7103 | 10.5173 | 1.8238 | 2.1875 | 2.9467 | 1.4869 |
Largest Winning Trade | 638880 | 638880 | 74090 | 3357240 | 3357240 | 1521032 |
Largest Losing Trade | -36444 | -22149 | -36444 | -1108163 | -1108163 | -635179 |
Avg Bars in Trades | 59 | 54 | 64 | 59 | 54 | 64 |
Avg Bars in Winners | 106 | 95 | 116 | 106 | 95 | 116 |
Avg Bars in Losers | 29 | 28 | 29 | 29 | 28 | 29 |
Bars Traded | 3487 | 1566 | 1921 | 3487 | 1566 | 1921 |
Profit Streak | 0 | 106.1108 | 0 | 0 | 106.1108 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171801 | 322438 | -321634 | -175624 | 212998 | -583047 |
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{ "first_band": { "type": "wma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 54, "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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