Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80093.6134 | 230684.1251 | -150590.5118 | -116818.6569 | 1018465.1291 | -1135283.786 |
Total P&L (%) | 80.0936 | 230.6841 | -150.5905 | -116.8187 | 1018.4651 | -1135.2838 |
Avg Daily Profit (%) | 0.0567 | 0.1634 | -0.1067 | 0 | 0.1711 | 0 |
Buy And Hold Return (%) | 55.4061 | 55.4061 | 55.4061 | 55.4061 | 55.4061 | 55.4061 |
Max Trade Drawdown | -294736 | -94696 | -258137 | -1633340 | -73847 | -1633340 |
Profit Factor | 1.1281 | 2.1772 | 0.6493 | 0.9401 | 7.3382 | 0.3656 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 47 | 23 | 24 | 31 | 17 | 14 |
Losing Trades | 21 | 11 | 10 | 37 | 17 | 20 |
Profitability (%) | 69.1176 | 67.6471 | 70.5882 | 45.5882 | 50 | 41.1765 |
Ratio Avg Win / Avg Loss | 0.504 | 1.0413 | 0.2705 | 1.1221 | 7.3382 | 0.5222 |
Largest Winning Trade | 52441 | 52441 | 28446 | 361681 | 361681 | 152743 |
Largest Losing Trade | -155354 | -70458 | -155354 | -1633340 | -32190 | -1633340 |
Avg Bars in Trades | 57 | 56 | 58 | 57 | 56 | 58 |
Avg Bars in Winners | 33 | 35 | 31 | 76 | 75 | 77 |
Avg Bars in Losers | 110 | 100 | 121 | 41 | 38 | 44 |
Bars Traded | 3901 | 1926 | 1975 | 3901 | 1926 | 1975 |
Profit Streak | 536.8002 | 627.1336 | 536.8002 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -335689 | 413659 | -577542 | -694604 | 586879 | -584226 |
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{ "first_band": { "type": "tema", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 46, "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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