Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471742.2164 | 379259.0591 | 92483.1573 | 586957.1687 | 25334.3632 | 561622.8055 |
Total P&L (%) | 471.7422 | 379.2591 | 92.4832 | 586.9572 | 25.3344 | 561.6228 |
Avg Daily Profit (%) | 0.2472 | 0.1987 | 0.0485 | 0.101 | 0.0118 | 0.099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73143 | -114147 | -76214 | -812522 | -843905 | -302750 |
Profit Factor | 2.0451 | 2.6714 | 1.412 | 1.1905 | 1.0142 | 1.4344 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 43.2836 | 41.1765 | 45.4545 | 43.2836 | 41.1765 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.6798 | 3.8162 | 1.6944 | 1.56 | 1.4488 | 1.7213 |
Largest Winning Trade | 176719 | 176719 | 54161 | 541811 | 541811 | 526810 |
Largest Losing Trade | -33034 | -23603 | -33034 | -293213 | -293213 | -255362 |
Avg Bars in Trades | 84 | 78 | 89 | 84 | 78 | 89 |
Avg Bars in Winners | 134 | 116 | 151 | 134 | 116 | 151 |
Avg Bars in Losers | 45 | 52 | 38 | 45 | 52 | 38 |
Bars Traded | 5637 | 2682 | 2955 | 5637 | 2682 | 2955 |
Profit Streak | 0 | 0 | 72.1462 | 0 | 0 | 72.1462 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111978 | 333261 | -127556 | -191458 | -388949 | -59546 |
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{ "first_band": { "type": "wma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 59, "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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