Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393984.5008 | 347817.6552 | 46166.8456 | 153592.6001 | 90550.2634 | 63042.3368 |
Total P&L (%) | 393.9845 | 347.8177 | 46.1668 | 153.5926 | 90.5503 | 63.0423 |
Avg Daily Profit (%) | 0.3782 | 0.3339 | 0.0443 | 0.0894 | 0.0619 | 0.0469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159011 | -112032 | -72338 | -428358 | -344541 | -156963 |
Profit Factor | 1.6917 | 2.0956 | 1.1831 | 1.1036 | 1.1038 | 1.1033 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 67 | 39 | 28 | 67 | 39 | 28 |
Profitability (%) | 44.6281 | 36.0656 | 53.3333 | 44.6281 | 36.0656 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.099 | 3.7149 | 1.0352 | 1.3693 | 1.9568 | 0.9654 |
Largest Winning Trade | 321922 | 321922 | 30585 | 259291 | 259291 | 72675 |
Largest Losing Trade | -30015 | -30015 | -23983 | -127871 | -127871 | -51713 |
Avg Bars in Trades | 204 | 209 | 199 | 204 | 209 | 199 |
Avg Bars in Winners | 280 | 331 | 245 | 280 | 331 | 245 |
Avg Bars in Losers | 143 | 140 | 146 | 143 | 140 | 146 |
Bars Traded | 24759 | 12779 | 11980 | 24759 | 12779 | 11980 |
Profit Streak | 0 | 0 | 77.0435 | 0 | 0 | 77.0435 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380942 | -154626 | -321813 | -181964 | -382824 | -406596 |
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{ "first_band": { "type": "wma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 183, "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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