Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 695986.7105 | 546670.2609 | 149316.4496 | 861392.9167 | 3172360.3598 | -2310967.4431 |
Total P&L (%) | 695.9867 | 546.6703 | 149.3165 | 861.3929 | 3172.3604 | -2310.9674 |
Avg Daily Profit (%) | 0.3659 | 0.2874 | 0.0785 | 0.119 | 0.1835 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137572 | -130743 | -98105 | -5619324 | -2664807 | -4154599 |
Profit Factor | 1.9647 | 2.4693 | 1.4273 | 1.0644 | 1.5492 | 0.6962 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 41.4894 | 40.4255 | 42.5532 | 41.4894 | 40.4255 | 42.5532 |
Ratio Avg Win / Avg Loss | 2.7707 | 3.6389 | 1.9269 | 1.501 | 2.2831 | 0.9399 |
Largest Winning Trade | 232915 | 232915 | 64653 | 3557536 | 3557536 | 1001925 |
Largest Losing Trade | -36893 | -35334 | -36893 | -1783040 | -736641 | -1783040 |
Avg Bars in Trades | 58 | 62 | 54 | 58 | 62 | 54 |
Avg Bars in Winners | 90 | 95 | 86 | 90 | 95 | 86 |
Avg Bars in Losers | 35 | 39 | 30 | 35 | 39 | 30 |
Bars Traded | 5475 | 2923 | 2552 | 5475 | 2923 | 2552 |
Profit Streak | 0 | 0 | 651.0217 | 0 | 0 | 651.0217 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364620 | 354529 | -88035 | -185346 | 251018 | -582635 |
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{ "first_band": { "type": "tema", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 12, "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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