Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458509.5506 | 148320.2487 | 310189.3019 | 1205494.7593 | 483872.5824 | 721622.1769 |
Total P&L (%) | 458.5096 | 148.3202 | 310.1893 | 1205.4948 | 483.8726 | 721.6222 |
Avg Daily Profit (%) | 0.3076 | 0.0995 | 0.2081 | 0.1725 | 0.1184 | 0.1414 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73804 | -72231 | -76874 | -1046754 | -643261 | -832973 |
Profit Factor | 1.7491 | 1.4971 | 1.9888 | 1.2344 | 1.2081 | 1.2561 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 62.406 | 59.7015 | 65.1515 | 62.406 | 59.7015 | 65.1515 |
Ratio Avg Win / Avg Loss | 1.0537 | 1.0105 | 1.0638 | 0.7436 | 0.8155 | 0.6718 |
Largest Winning Trade | 51698 | 51698 | 47265 | 462459 | 307827 | 462459 |
Largest Losing Trade | -68802 | -28143 | -68802 | -722917 | -388326 | -722917 |
Avg Bars in Trades | 43 | 36 | 51 | 43 | 36 | 51 |
Avg Bars in Winners | 37 | 25 | 48 | 37 | 25 | 48 |
Avg Bars in Losers | 54 | 52 | 56 | 54 | 52 | 56 |
Bars Traded | 5795 | 2422 | 3373 | 5795 | 2422 | 3373 |
Profit Streak | 21.4941 | 31.4941 | 21.4941 | 21.4941 | 31.4941 | 21.4941 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510236 | -173283 | -111308 | 332876 | -151462 | -127402 |
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{ "first_band": { "type": "wma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 109, "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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