Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155136.2435 | 111356.8324 | 43779.4111 | 102398.5894 | 101073.4006 | 1325.1888 |
Total P&L (%) | 155.1362 | 111.3568 | 43.7794 | 102.3986 | 101.0734 | 1.3252 |
Avg Daily Profit (%) | 0.2979 | 0.2138 | 0.0841 | 0.1355 | 0.1342 | 0.0025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105318 | -70323 | -67460 | -90478 | -38902 | -93708 |
Profit Factor | 1.3176 | 1.5165 | 1.1604 | 1.2113 | 1.5253 | 1.0045 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 143 | 69 | 74 | 143 | 69 | 74 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 74.8691 | 71.875 | 77.8947 | 74.8691 | 71.875 | 77.8947 |
Ratio Avg Win / Avg Loss | 0.4423 | 0.5934 | 0.3293 | 0.4066 | 0.5969 | 0.2851 |
Largest Winning Trade | 18204 | 18204 | 12257 | 18202 | 18202 | 17112 |
Largest Losing Trade | -42602 | -34422 | -42602 | -75563 | -26838 | -75563 |
Avg Bars in Trades | 128 | 129 | 126 | 128 | 129 | 126 |
Avg Bars in Winners | 63 | 65 | 61 | 63 | 65 | 61 |
Avg Bars in Losers | 319 | 293 | 353 | 319 | 293 | 353 |
Bars Traded | 24457 | 12470 | 11988 | 24457 | 12470 | 11988 |
Profit Streak | 0 | 0 | 15.0663 | 0 | 0 | 15.0663 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382944 | 350139 | -123811 | -10654 | -11828 | -567905 |
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{ "first_band": { "type": "tema", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 122, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 122, "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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