Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4607046.5062 | 4719220.2989 | -112173.7926 | 129050.333 | 165620.6861 | -36570.3531 |
Total P&L (%) | 4607.0465 | 4719.2203 | -112.1738 | 129.0503 | 165.6207 | -36.5704 |
Avg Daily Profit (%) | 2.3457 | 2.4029 | -0.0571 | 0.0422 | 0.0498 | -0.0232 |
Buy And Hold Return (%) | 2200.7884 | 2200.7884 | 2200.7884 | 2200.7884 | 2200.7884 | 2200.7884 |
Max Trade Drawdown | -245088 | -94640 | -166673 | -324533 | -228343 | -130770 |
Profit Factor | 10.7948 | 23.3645 | 0.5675 | 1.1312 | 1.2638 | 0.8971 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 52.9412 | 58.8235 | 47.0588 | 52.9412 | 58.8235 | 47.0588 |
Ratio Avg Win / Avg Loss | 9.5954 | 16.3552 | 0.6384 | 1.0056 | 0.8847 | 1.0093 |
Largest Winning Trade | 4655560 | 4655560 | 40762 | 193980 | 193980 | 117783 |
Largest Losing Trade | -81183 | -51038 | -81183 | -203560 | -203560 | -68456 |
Avg Bars in Trades | 50 | 58 | 42 | 50 | 58 | 42 |
Avg Bars in Winners | 65 | 72 | 56 | 65 | 72 | 56 |
Avg Bars in Losers | 33 | 39 | 28 | 33 | 39 | 28 |
Bars Traded | 3429 | 2001 | 1428 | 3429 | 2001 | 1428 |
Profit Streak | 506.9241 | 508.4241 | 0 | 506.9241 | 508.4241 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95764 | 679307 | -581939 | -491002 | -292339 | -580272 |
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{ "first_band": { "type": "tema", "factors": { "length": 8, "offset": 230 } }, "second_band": { "type": "sinwma", "factors": { "length": 106, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 8, "offset": 230 } }, "second_band": { "type": "sinwma", "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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