Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60952.7332 | 41034.6565 | 19918.0766 | 39735.7936 | 32962.5966 | 6773.197 |
Total P&L (%) | 60.9527 | 41.0347 | 19.9181 | 39.7358 | 32.9626 | 6.7732 |
Avg Daily Profit (%) | 0.4388 | 0.2954 | 0.1434 | 0.2412 | 0.2053 | 0.0472 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61608 | -31138 | -55360 | -60179 | -28843 | -46666 |
Profit Factor | 1.3315 | 1.6053 | 1.1716 | 1.2438 | 1.5613 | 1.065 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 72.5664 | 71.9298 | 73.2143 | 72.5664 | 71.9298 | 73.2143 |
Ratio Avg Win / Avg Loss | 0.5034 | 0.6265 | 0.4286 | 0.4702 | 0.6093 | 0.3896 |
Largest Winning Trade | 10450 | 10395 | 10450 | 7668 | 7668 | 7501 |
Largest Losing Trade | -42106 | -20781 | -42106 | -34252 | -20239 | -34252 |
Avg Bars in Trades | 116 | 113 | 119 | 116 | 113 | 119 |
Avg Bars in Winners | 83 | 84 | 82 | 83 | 84 | 82 |
Avg Bars in Losers | 203 | 186 | 221 | 203 | 186 | 221 |
Bars Traded | 13170 | 6451 | 6719 | 13170 | 6451 | 6719 |
Profit Streak | 129.3809 | 129.3809 | 136.7663 | 129.3809 | 129.3809 | 136.7663 |
Trades During Streak | 8 | 4 | 8 | 8 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392717 | -171042 | -219301 | 253470 | -172776 | -623717 |
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{ "first_band": { "type": "tema", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 45, "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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