Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117034.2376 | 51184.1839 | 65850.0537 | 115151.6711 | 60010.9424 | 55140.7287 |
Total P&L (%) | 117.0342 | 51.1842 | 65.8501 | 115.1517 | 60.0109 | 55.1407 |
Avg Daily Profit (%) | 0.4494 | 0.1965 | 0.2529 | 0.2946 | 0.1807 | 0.1688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73471 | -30362 | -76249 | -258030 | -116684 | -266991 |
Profit Factor | 1.335 | 1.2722 | 1.4084 | 1.1151 | 1.118 | 1.1121 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 166 | 81 | 85 | 166 | 81 | 85 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 74.4395 | 72.3214 | 76.5766 | 74.4395 | 72.3214 | 76.5766 |
Ratio Avg Win / Avg Loss | 0.4584 | 0.4869 | 0.4308 | 0.3829 | 0.4279 | 0.3402 |
Largest Winning Trade | 15005 | 15005 | 13936 | 40281 | 37713 | 40281 |
Largest Losing Trade | -32626 | -21803 | -32626 | -125056 | -70792 | -125056 |
Avg Bars in Trades | 109 | 111 | 106 | 109 | 111 | 106 |
Avg Bars in Winners | 56 | 52 | 60 | 56 | 52 | 60 |
Avg Bars in Losers | 263 | 267 | 258 | 263 | 267 | 258 |
Bars Traded | 24398 | 12534 | 11864 | 24398 | 12534 | 11864 |
Profit Streak | 3.1458 | 3.1458 | 5.1562 | 3.1458 | 3.1458 | 5.1562 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404043 | 214838 | 379825 | -84317 | -84216 | -88854 |
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{ "first_band": { "type": "tema", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 62, "offset": 136 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 62, "offset": 136 } } }
# | 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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