Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447896.0035 | 396480.8353 | 51415.1682 | 1978.9076 | 687288.5884 | -685309.6808 |
Total P&L (%) | 447.896 | 396.4808 | 51.4152 | 1.9789 | 687.2886 | -685.3097 |
Avg Daily Profit (%) | 0.2768 | 0.245 | 0.0318 | 0.0012 | 0.1276 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219516 | -159194 | -174421 | -1380793 | -487727 | -1150989 |
Profit Factor | 1.4067 | 1.7255 | 1.0927 | 1.0006 | 1.5688 | 0.6444 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 48.7685 | 49.0196 | 48.5149 | 48.7685 | 49.0196 | 48.5149 |
Ratio Avg Win / Avg Loss | 1.4777 | 1.7945 | 1.1596 | 1.0512 | 1.6316 | 0.6838 |
Largest Winning Trade | 217606 | 217606 | 43440 | 709898 | 709898 | 375123 |
Largest Losing Trade | -73900 | -32376 | -73900 | -465936 | -224011 | -465936 |
Avg Bars in Trades | 94 | 93 | 94 | 94 | 93 | 94 |
Avg Bars in Winners | 112 | 109 | 114 | 112 | 109 | 114 |
Avg Bars in Losers | 77 | 78 | 76 | 77 | 78 | 76 |
Bars Traded | 19136 | 9556 | 9580 | 19136 | 9556 | 9580 |
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 | 345504 | 382062 | -271122 | -576218 | -20067 | -581640 |
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{ "first_band": { "type": "wma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 104, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 104, "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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