Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631904.9653 | 478826.3634 | 153078.6019 | 1319452.2817 | 758699.8218 | 560752.4599 |
Total P&L (%) | 631.905 | 478.8264 | 153.0786 | 1319.4523 | 758.6998 | 560.7525 |
Avg Daily Profit (%) | 0.3905 | 0.2959 | 0.0946 | 0.1641 | 0.133 | 0.1168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119067 | -146529 | -65188 | -3837057 | -3707819 | -1532343 |
Profit Factor | 1.9693 | 2.3607 | 1.5103 | 1.1105 | 1.1126 | 1.1078 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 49.5868 | 42.623 | 56.6667 | 49.5868 | 42.623 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.0021 | 3.1778 | 1.1549 | 1.129 | 1.4977 | 0.8471 |
Largest Winning Trade | 219063 | 219063 | 51418 | 1719747 | 1719747 | 853675 |
Largest Losing Trade | -48173 | -34040 | -48173 | -1303657 | -850849 | -1303657 |
Avg Bars in Trades | 157 | 146 | 167 | 157 | 146 | 167 |
Avg Bars in Winners | 230 | 236 | 225 | 230 | 236 | 225 |
Avg Bars in Losers | 84 | 80 | 91 | 84 | 80 | 91 |
Bars Traded | 19011 | 8964 | 10047 | 19011 | 8964 | 10047 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488438 | -151889 | -233607 | -91102 | -276594 | -308657 |
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{ "first_band": { "type": "wma", "factors": { "length": 24, "offset": 137 } }, "second_band": { "type": "tema", "factors": { "length": 222, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 24, "offset": 137 } }, "second_band": { "type": "tema", "factors": { "length": 222, "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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