Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844689.5176 | 709213.2068 | 135476.3108 | 1586804.1152 | 87403.3394 | 1499400.7758 |
Total P&L (%) | 844.6895 | 709.2132 | 135.4763 | 1586.8041 | 87.4033 | 1499.4008 |
Avg Daily Profit (%) | 0.4534 | 0.3807 | 0.0727 | 0.1518 | 0.0337 | 0.1489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70844 | -75273 | -38340 | -1256193 | -1067519 | -467664 |
Profit Factor | 2.697 | 3.393 | 1.6727 | 1.24 | 1.022 | 1.568 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 39 | 30 | 48 | 39 | 30 | 48 |
Ratio Avg Win / Avg Loss | 4.2184 | 7.917 | 1.8121 | 1.9395 | 2.3847 | 1.6987 |
Largest Winning Trade | 589766 | 589766 | 59124 | 1169625 | 1169625 | 667851 |
Largest Losing Trade | -33192 | -33192 | -17568 | -308491 | -308491 | -283023 |
Avg Bars in Trades | 109 | 97 | 121 | 109 | 97 | 121 |
Avg Bars in Winners | 202 | 211 | 197 | 202 | 211 | 197 |
Avg Bars in Losers | 50 | 49 | 52 | 50 | 49 | 52 |
Bars Traded | 10976 | 4889 | 6087 | 10976 | 4889 | 6087 |
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 | 408156 | -172040 | -273502 | 159929 | -531162 | -171819 |
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{ "first_band": { "type": "wma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 74, "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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