Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1747060.0145 | 1671759.7215 | 75300.293 | 3874023.5959 | 4687902.8783 | -813879.2824 |
Total P&L (%) | 1747.06 | 1671.7597 | 75.3003 | 3874.0236 | 4687.9029 | -813.8793 |
Avg Daily Profit (%) | 0.7693 | 0.7361 | 0.0332 | 0.1623 | 0.1705 | 0 |
Buy And Hold Return (%) | 329.3292 | 329.3292 | 329.3292 | 329.3292 | 329.3292 | 329.3292 |
Max Trade Drawdown | -125348 | -60360 | -90084 | -7791602 | -3836158 | -6842427 |
Profit Factor | 4.0351 | 7.1555 | 1.2477 | 1.1375 | 1.3697 | 0.9475 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 29.4737 | 27.0833 | 31.9149 | 29.4737 | 27.0833 | 31.9149 |
Ratio Avg Win / Avg Loss | 9.6554 | 19.2648 | 2.6617 | 2.7219 | 3.6876 | 2.0213 |
Largest Winning Trade | 1193164 | 1193164 | 58261 | 4075570 | 4075570 | 2676579 |
Largest Losing Trade | -32113 | -22906 | -32113 | -3106443 | -1192143 | -3106443 |
Avg Bars in Trades | 67 | 58 | 77 | 67 | 58 | 77 |
Avg Bars in Winners | 176 | 157 | 192 | 176 | 157 | 192 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 6430 | 2807 | 3623 | 6430 | 2807 | 3623 |
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 | 324596 | -955 | -320451 | -70295 | -11415 | -584952 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 18, "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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