Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1638408.0222 | 1511405.5808 | 127002.4414 | 16680537.9709 | 17237009.5097 | -556471.5388 |
Total P&L (%) | 1638.408 | 1511.4056 | 127.0024 | 16680.538 | 17237.0095 | -556.4715 |
Avg Daily Profit (%) | 0.8978 | 0.8282 | 0.0696 | 0.2811 | 0.2829 | 0 |
Buy And Hold Return (%) | 728.4305 | 728.4305 | 728.4305 | 728.4305 | 728.4305 | 728.4305 |
Max Trade Drawdown | -81160 | -68742 | -61309 | -27854161 | -20316620 | -16354565 |
Profit Factor | 3.5251 | 6.095 | 1.3606 | 1.1739 | 1.3731 | 0.9888 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 38.9313 | 35.3846 | 42.4242 | 38.9313 | 35.3846 | 42.4242 |
Ratio Avg Win / Avg Loss | 5.5295 | 11.1301 | 1.8465 | 1.8414 | 2.5074 | 1.342 |
Largest Winning Trade | 899261 | 899261 | 70162 | 16947900 | 16947900 | 12681094 |
Largest Losing Trade | -33645 | -15322 | -33645 | -6670956 | -4785206 | -6670956 |
Avg Bars in Trades | 82 | 78 | 85 | 82 | 78 | 85 |
Avg Bars in Winners | 151 | 147 | 156 | 151 | 147 | 156 |
Avg Bars in Losers | 37 | 40 | 34 | 37 | 40 | 34 |
Bars Traded | 10763 | 5099 | 5664 | 10763 | 5099 | 5664 |
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 | 388061 | -122312 | -391636 | -23339 | -127254 | -706515 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 82, "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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