Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108780.3403 | 60694.3105 | 48086.0297 | 132284.5696 | 77629.8588 | 54654.7108 |
Total P&L (%) | 108.7803 | 60.6943 | 48.086 | 132.2846 | 77.6299 | 54.6547 |
Avg Daily Profit (%) | 0.4177 | 0.2331 | 0.1846 | 0.3242 | 0.2209 | 0.1676 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34990 | -22590 | -41019 | -61450 | -38067 | -68951 |
Profit Factor | 1.543 | 1.6608 | 1.4432 | 1.3886 | 1.5058 | 1.2924 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
Losing Trades | 29 | 19 | 10 | 29 | 19 | 10 |
Profitability (%) | 70.1031 | 60.4167 | 79.5918 | 70.1031 | 60.4167 | 79.5918 |
Ratio Avg Win / Avg Loss | 0.658 | 1.0881 | 0.3701 | 0.5922 | 0.9866 | 0.3314 |
Largest Winning Trade | 24001 | 24001 | 10163 | 31832 | 31832 | 14437 |
Largest Losing Trade | -22739 | -19184 | -22739 | -35364 | -28579 | -35364 |
Avg Bars in Trades | 247 | 247 | 248 | 247 | 247 | 248 |
Avg Bars in Winners | 158 | 131 | 177 | 158 | 131 | 177 |
Avg Bars in Losers | 458 | 424 | 522 | 458 | 424 | 522 |
Bars Traded | 24050 | 11884 | 12166 | 24050 | 11884 | 12166 |
Profit Streak | 5.4835 | 15.5355 | 5.4835 | 5.4835 | 15.5355 | 5.4835 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443067 | 375562 | 306808 | 380323 | 309202 | 285665 |
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{ "first_band": { "type": "tema", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 84, "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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