Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587488.8381 | 519694.1718 | 67794.6664 | 270476.4863 | 619054.104 | -348577.6177 |
Total P&L (%) | 587.4888 | 519.6942 | 67.7947 | 270.4765 | 619.0541 | -348.5776 |
Avg Daily Profit (%) | 0.3125 | 0.2764 | 0.0361 | 0.0697 | 0.105 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102348 | -81888 | -105628 | -648902 | -397887 | -433810 |
Profit Factor | 1.844 | 2.4125 | 1.2066 | 1.1088 | 1.4778 | 0.7071 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 36.7816 | 37.2093 | 36.3636 | 36.7816 | 37.2093 | 36.3636 |
Ratio Avg Win / Avg Loss | 3.1693 | 4.0711 | 2.1115 | 1.9058 | 2.4939 | 1.2374 |
Largest Winning Trade | 291399 | 291399 | 75716 | 569585 | 569585 | 137432 |
Largest Losing Trade | -34742 | -34742 | -24619 | -231055 | -231055 | -116327 |
Avg Bars in Trades | 255 | 230 | 280 | 255 | 230 | 280 |
Avg Bars in Winners | 472 | 431 | 512 | 472 | 431 | 512 |
Avg Bars in Losers | 130 | 110 | 148 | 130 | 110 | 148 |
Bars Traded | 22256 | 9902 | 12354 | 22256 | 9902 | 12354 |
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 | 273235 | 301091 | -149499 | -204529 | -55064 | -584355 |
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{ "first_band": { "type": "wma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 241, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 241, "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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