Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2528045.4405 | -180065.9951 | -2347979.4454 | -123629.5437 | 4465052.6466 | -4588682.1903 |
Total P&L (%) | -2528.0454 | -180.066 | -2347.9794 | -123.6295 | 4465.0526 | -4588.6822 |
Avg Daily Profit (%) | -1.0955 | -0.078 | -1.0174 | 0 | 0.1657 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2584416 | -174917 | -2431426 | -6880771 | -878303 | -7718628 |
Profit Factor | 0.2013 | 0.5887 | 0.1391 | 0.9872 | 3.792 | 0.4296 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 47 | 21 | 26 | 27 | 16 | 11 |
Losing Trades | 23 | 14 | 9 | 43 | 19 | 24 |
Profitability (%) | 67.1429 | 60 | 74.2857 | 38.5714 | 45.7143 | 31.4286 |
Ratio Avg Win / Avg Loss | 0.0985 | 0.3925 | 0.0482 | 1.5722 | 4.5031 | 0.9373 |
Largest Winning Trade | 43688 | 43688 | 33172 | 3716438 | 3716438 | 972224 |
Largest Losing Trade | -1943794 | -79956 | -1943794 | -4791166 | -753590 | -4791166 |
Avg Bars in Trades | 129 | 144 | 113 | 129 | 144 | 113 |
Avg Bars in Winners | 53 | 54 | 53 | 184 | 203 | 157 |
Avg Bars in Losers | 283 | 280 | 288 | 94 | 95 | 94 |
Bars Traded | 9056 | 5067 | 3989 | 9056 | 5067 | 3989 |
Profit Streak | 75.7464 | 75.7464 | 117.7464 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -675586 | -578526 | -576287 | -681222 | 467188 | -588009 |
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{ "first_band": { "type": "tema", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 110, "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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