Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78607.6962 | 38685.9665 | 39921.7297 | 89624.872 | 42113.7886 | 47511.0834 |
Total P&L (%) | 78.6077 | 38.686 | 39.9217 | 89.6249 | 42.1138 | 47.5111 |
Avg Daily Profit (%) | 0.3019 | 0.1486 | 0.1533 | 0.246 | 0.135 | 0.1494 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34368 | -24337 | -21261 | -38509 | -31972 | -31083 |
Profit Factor | 1.4463 | 1.4406 | 1.452 | 1.3992 | 1.3759 | 1.4223 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 71.875 | 68.75 | 75 | 71.875 | 68.75 | 75 |
Ratio Avg Win / Avg Loss | 0.5659 | 0.6548 | 0.484 | 0.5475 | 0.6254 | 0.4741 |
Largest Winning Trade | 10881 | 10881 | 7302 | 15470 | 15470 | 12725 |
Largest Losing Trade | -16641 | -15908 | -16641 | -25546 | -17882 | -25546 |
Avg Bars in Trades | 184 | 183 | 185 | 184 | 183 | 185 |
Avg Bars in Winners | 124 | 120 | 128 | 124 | 120 | 128 |
Avg Bars in Losers | 337 | 321 | 356 | 337 | 321 | 356 |
Bars Traded | 23612 | 11738 | 11874 | 23612 | 11738 | 11874 |
Profit Streak | 0 | 0 | 28.559 | 0 | 0 | 28.559 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344961 | -135944 | -131459 | 317416 | -154039 | -131816 |
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{ "first_band": { "type": "tema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 137, "offset": 128 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 137, "offset": 128 } } }
# | 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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