Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 25981.9517 | 9641.1871 | 16340.7645 | 28502.2583 | 10099.1673 | 18403.091 |
Total P&L (%) | 25.982 | 9.6412 | 16.3408 | 28.5023 | 10.0992 | 18.4031 |
Avg Daily Profit (%) | 1.4967 | 0.5554 | 0.9413 | 1.455 | 0.5558 | 0.9778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -6909 | -5766 | -5305 | -9318 | -7605 | -6310 |
Profit Factor | 1.722 | 1.4169 | 2.2707 | 1.6546 | 1.3651 | 2.1589 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 76.3441 | 72.3404 | 80.4348 | 76.3441 | 72.3404 | 80.4348 |
Ratio Avg Win / Avg Loss | 0.5336 | 0.5418 | 0.5523 | 0.5127 | 0.522 | 0.5251 |
Largest Winning Trade | 4153 | 4153 | 1946 | 4743 | 4743 | 2195 |
Largest Losing Trade | -5305 | -4266 | -5305 | -6310 | -5164 | -6310 |
Avg Bars in Trades | 257 | 265 | 250 | 257 | 265 | 250 |
Avg Bars in Winners | 158 | 135 | 179 | 158 | 135 | 179 |
Avg Bars in Losers | 578 | 603 | 541 | 578 | 603 | 541 |
Bars Traded | 23984 | 12457 | 11528 | 23984 | 12457 | 11528 |
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 | 447233 | -154622 | 259337 | 449315 | -152128 | 302210 |
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{ "first_band": { "type": "tema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 199, "offset": 236 } } }
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# | 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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