Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2750765.3104 | 2655699.505 | 95065.8055 | 69259907.8689 | 72434921.2445 | -3175013.3756 |
Total P&L (%) | 2750.7653 | 2655.6995 | 95.0658 | 69259.9079 | 72434.9212 | -3175.0134 |
Avg Daily Profit (%) | 1.2145 | 1.1725 | 0.042 | 0.2892 | 0.2912 | 0 |
Buy And Hold Return (%) | 9921.3172 | 9921.3172 | 9921.3172 | 9921.3172 | 9921.3172 | 9921.3172 |
Max Trade Drawdown | -52941 | -68970 | -33866 | -45963510 | -15874944 | -32893069 |
Profit Factor | 8.8146 | 16.0444 | 1.5418 | 1.5381 | 2.2122 | 0.954 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 43.9024 | 41.4634 | 46.3415 | 43.9024 | 41.4634 | 46.3415 |
Ratio Avg Win / Avg Loss | 11.2631 | 22.6509 | 1.7852 | 1.9653 | 3.1231 | 1.1046 |
Largest Winning Trade | 1909873 | 1909873 | 48934 | 66372932 | 66372932 | 30862655 |
Largest Losing Trade | -17087 | -17087 | -17055 | -12710572 | -11682979 | -12710572 |
Avg Bars in Trades | 79 | 75 | 84 | 79 | 75 | 84 |
Avg Bars in Winners | 142 | 143 | 141 | 142 | 143 | 141 |
Avg Bars in Losers | 30 | 26 | 35 | 30 | 26 | 35 |
Bars Traded | 6545 | 3078 | 3467 | 6545 | 3078 | 3467 |
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 | -154872 | -147044 | -301336 | 10395 | 350752 | -580498 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 16, "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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