Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2945116.2286 | -175608.755 | -2769507.4736 | -112893.5558 | 17694348.8025 | -17807242.3583 |
Total P&L (%) | -2945.1162 | -175.6088 | -2769.5075 | -112.8936 | 17694.3488 | -17807.2424 |
Avg Daily Profit (%) | -1.2765 | -0.0761 | -1.2004 | 0 | 0.2248 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -3114164 | -221448 | -2892715 | -22747584 | -1142716 | -25235747 |
Profit Factor | 0.1834 | 0.607 | 0.1235 | 0.996 | 9.2447 | 0.3153 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 47 | 20 | 27 | 37 | 21 | 16 |
Losing Trades | 30 | 18 | 12 | 40 | 17 | 23 |
Profitability (%) | 61.039 | 52.6316 | 69.2308 | 48.0519 | 55.2632 | 41.0256 |
Ratio Avg Win / Avg Loss | 0.1171 | 0.5463 | 0.0549 | 1.0767 | 7.4838 | 0.4533 |
Largest Winning Trade | 35257 | 30745 | 35257 | 12628114 | 12628114 | 3199892 |
Largest Losing Trade | -2296253 | -82794 | -2296253 | -17834895 | -1142716 | -17834895 |
Avg Bars in Trades | 173 | 193 | 153 | 173 | 193 | 153 |
Avg Bars in Winners | 73 | 77 | 70 | 225 | 263 | 176 |
Avg Bars in Losers | 329 | 322 | 340 | 124 | 106 | 137 |
Bars Traded | 13335 | 7342 | 5993 | 13335 | 7342 | 5993 |
Profit Streak | 76.5718 | 76.5718 | 118.5718 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -623782 | -579052 | -576877 | -626146 | 629048 | -584247 |
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{ "first_band": { "type": "tema", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 189, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 189, "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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