Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103692.4382 | 87778.1538 | 15914.2844 | 154680.3946 | 134253.5211 | 20426.8735 |
Total P&L (%) | 103.6924 | 87.7782 | 15.9143 | 154.6804 | 134.2535 | 20.4269 |
Avg Daily Profit (%) | 1.1945 | 1.0112 | 0.1833 | 1.0827 | 0.9854 | 0.2143 |
Buy And Hold Return (%) | 73.4086 | 73.4086 | 73.4086 | 73.4086 | 73.4086 | 73.4086 |
Max Trade Drawdown | -16021 | -9280 | -14424 | -40682 | -21504 | -36273 |
Profit Factor | 2.4242 | 3.7809 | 1.3859 | 2.0283 | 3.0672 | 1.239 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 48.5714 | 51.4286 | 45.7143 | 48.5714 | 51.4286 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.5668 | 3.5709 | 1.6457 | 2.1477 | 2.8968 | 1.4713 |
Largest Winning Trade | 21557 | 21557 | 12694 | 37541 | 37541 | 21475 |
Largest Losing Trade | -6528 | -6278 | -6528 | -16712 | -14716 | -16712 |
Avg Bars in Trades | 344 | 387 | 302 | 344 | 387 | 302 |
Avg Bars in Winners | 579 | 643 | 506 | 579 | 643 | 506 |
Avg Bars in Losers | 123 | 115 | 130 | 123 | 115 | 130 |
Bars Traded | 24126 | 13546 | 10580 | 24126 | 13546 | 10580 |
Profit Streak | 5.2891 | 5.2961 | 0 | 5.2891 | 5.2961 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120291 | -86105 | -160202 | -89894 | 348467 | -161946 |
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{ "first_band": { "type": "wma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 231, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 231, "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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