Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630374.298 | 666845.2674 | -36470.9694 | -88138.4088 | 715559.9553 | -803698.3641 |
Total P&L (%) | 630.3743 | 666.8453 | -36.471 | -88.1384 | 715.56 | -803.6984 |
Avg Daily Profit (%) | 0.2725 | 0.2883 | -0.0158 | -0.0921 | 0.0908 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251341 | -173823 | -197467 | -884556 | -37275 | -858047 |
Profit Factor | 1.7729 | 2.7038 | 0.914 | 0.9241 | 6.8039 | 0.2257 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 43.4783 | 40 | 47.0588 | 43.4783 | 40 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.3048 | 4.0557 | 1.0283 | 1.2013 | 10.2059 | 0.2539 |
Largest Winning Trade | 336885 | 336885 | 55089 | 419651 | 419651 | 156093 |
Largest Losing Trade | -95038 | -54926 | -95038 | -844014 | -47734 | -844014 |
Avg Bars in Trades | 63 | 72 | 55 | 63 | 72 | 55 |
Avg Bars in Winners | 78 | 70 | 85 | 78 | 70 | 85 |
Avg Bars in Losers | 52 | 73 | 29 | 52 | 73 | 29 |
Bars Traded | 4409 | 2523 | 1886 | 4409 | 2523 | 1886 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96794 | 361886 | -580272 | -687925 | -66725 | -581939 |
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{ "first_band": { "type": "tema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 17, "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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