Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 994779.6074 | 840376.9281 | 154402.6793 | 12863802.8534 | 4283933.727 | 8579869.1264 |
Total P&L (%) | 994.7796 | 840.3769 | 154.4027 | 12863.8029 | 4283.9337 | 8579.8691 |
Avg Daily Profit (%) | 0.5339 | 0.451 | 0.0829 | 0.2614 | 0.2031 | 0.2399 |
Buy And Hold Return (%) | 49.0465 | 49.0465 | 49.0465 | 49.0465 | 49.0465 | 49.0465 |
Max Trade Drawdown | -105034 | -70868 | -67596 | -19328814 | -13034142 | -11435103 |
Profit Factor | 3.3992 | 5.8246 | 1.6421 | 1.364 | 1.2151 | 1.5562 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 48.2759 | 48.2759 | 48.2759 | 48.2759 | 48.2759 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.642 | 6.2407 | 1.7594 | 1.4614 | 1.3019 | 1.6673 |
Largest Winning Trade | 395799 | 395799 | 71400 | 8027330 | 8027330 | 6249385 |
Largest Losing Trade | -32069 | -26952 | -32069 | -5713133 | -5713133 | -3266889 |
Avg Bars in Trades | 185 | 178 | 192 | 185 | 178 | 192 |
Avg Bars in Winners | 301 | 277 | 326 | 301 | 277 | 326 |
Avg Bars in Losers | 76 | 85 | 68 | 76 | 85 | 68 |
Bars Traded | 10760 | 5170 | 5590 | 10760 | 5170 | 5590 |
Profit Streak | 0 | 0 | 174.3803 | 0 | 0 | 174.3803 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162778 | 642871 | -81938 | -171132 | 248540 | 409768 |
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{ "first_band": { "type": "wma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 106, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 106, "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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