Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1612315.0519 | 1481479.5063 | 130835.5457 | 20200503.4635 | 13061321.1127 | 7139182.3508 |
Total P&L (%) | 1612.3151 | 1481.4795 | 130.8355 | 20200.5035 | 13061.3211 | 7139.1824 |
Avg Daily Profit (%) | 0.8843 | 0.8125 | 0.0718 | 0.2918 | 0.268 | 0.2351 |
Buy And Hold Return (%) | 651.7715 | 651.7715 | 651.7715 | 651.7715 | 651.7715 | 651.7715 |
Max Trade Drawdown | -72816 | -54758 | -67516 | -18365879 | -8963363 | -13085066 |
Profit Factor | 3.4623 | 5.9125 | 1.3704 | 1.413 | 1.5768 | 1.2717 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Profitability (%) | 32.9193 | 31.25 | 34.5679 | 32.9193 | 31.25 | 34.5679 |
Ratio Avg Win / Avg Loss | 7.0552 | 13.0075 | 2.594 | 2.8792 | 3.4689 | 2.4072 |
Largest Winning Trade | 871510 | 871510 | 77406 | 10915609 | 10915609 | 7335853 |
Largest Losing Trade | -30457 | -14890 | -30457 | -3365667 | -2750144 | -3365667 |
Avg Bars in Trades | 66 | 61 | 71 | 66 | 61 | 71 |
Avg Bars in Winners | 148 | 142 | 153 | 148 | 142 | 153 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 10697 | 4944 | 5753 | 10697 | 4944 | 5753 |
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 | 371939 | -10177 | -279243 | 176719 | -15244 | -8599 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 20, "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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