Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 28782.7164 | 8731.2403 | 20051.4761 | 28775.2762 | 5559.8819 | 23215.3943 |
Total P&L (%) | 28.7827 | 8.7312 | 20.0515 | 28.7753 | 5.5599 | 23.2154 |
Avg Daily Profit (%) | 0.5527 | 0.1677 | 0.385 | 0.4868 | 0.1039 | 0.4017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24332 | -21215 | -14262 | -36012 | -32223 | -18696 |
Profit Factor | 1.2864 | 1.1487 | 1.4798 | 1.2099 | 1.0686 | 1.414 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 69.375 | 70 | 68.75 | 69.375 | 70 | 68.75 |
Ratio Avg Win / Avg Loss | 0.5679 | 0.4923 | 0.6726 | 0.5341 | 0.458 | 0.6427 |
Largest Winning Trade | 4403 | 4101 | 4403 | 6134 | 6134 | 4974 |
Largest Losing Trade | -11858 | -11858 | -4949 | -17870 | -17870 | -6524 |
Avg Bars in Trades | 149 | 153 | 145 | 149 | 153 | 145 |
Avg Bars in Winners | 94 | 90 | 97 | 94 | 90 | 97 |
Avg Bars in Losers | 273 | 298 | 249 | 273 | 298 | 249 |
Bars Traded | 23861 | 12260 | 11601 | 23861 | 12260 | 11601 |
Profit Streak | 12.1327 | 12.1327 | 13.0119 | 12.1327 | 12.1327 | 13.0119 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318018 | -234798 | -14883 | 270907 | -384692 | -13311 |
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{ "first_band": { "type": "tema", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 196, "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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