Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90014.5786 | 67420.5777 | 22594.0009 | 111946.6883 | 124309.4685 | -12362.7801 |
Total P&L (%) | 90.0146 | 67.4206 | 22.594 | 111.9467 | 124.3095 | -12.3628 |
Avg Daily Profit (%) | 0.3457 | 0.2589 | 0.0868 | 0.2889 | 0.3107 | -0.0507 |
Buy And Hold Return (%) | 40.7618 | 40.7618 | 40.7618 | 40.7618 | 40.7618 | 40.7618 |
Max Trade Drawdown | -32136 | -16070 | -33007 | -79688 | -26759 | -80825 |
Profit Factor | 1.3765 | 1.5728 | 1.1862 | 1.2374 | 1.5831 | 0.9522 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 165 | 81 | 84 | 165 | 81 | 84 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 72.3684 | 71.0526 | 73.6842 | 72.3684 | 71.0526 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.5256 | 0.6408 | 0.4236 | 0.4724 | 0.645 | 0.3401 |
Largest Winning Trade | 8812 | 8812 | 8401 | 21110 | 21110 | 8532 |
Largest Losing Trade | -16848 | -16070 | -16848 | -32224 | -19885 | -32224 |
Avg Bars in Trades | 107 | 107 | 108 | 107 | 107 | 108 |
Avg Bars in Winners | 69 | 64 | 73 | 69 | 64 | 73 |
Avg Bars in Losers | 209 | 213 | 205 | 209 | 213 | 205 |
Bars Traded | 24623 | 12256 | 12367 | 24623 | 12256 | 12367 |
Profit Streak | 1.5074 | 8.9762 | 0 | 1.5074 | 8.9762 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 87856 | 69234 | -258604 | 117654 | 308059 | -579076 |
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{ "first_band": { "type": "tema", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 161, "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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