Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1200717.9121 | 1281623.0514 | -80905.1393 | -72871.7743 | 11471.0262 | -84342.8005 |
Total P&L (%) | 1200.7179 | 1281.6231 | -80.9051 | -72.8718 | 11.471 | -84.3428 |
Avg Daily Profit (%) | 0.5108 | 0.5452 | -0.0344 | -0.0555 | 0.0046 | -0.0788 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147317 | -132571 | -148262 | -241020 | -166130 | -156672 |
Profit Factor | 2.7551 | 5.3449 | 0.7921 | 0.878 | 1.0477 | 0.7637 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 38.5965 | 37.931 | 39.2857 | 38.5965 | 37.931 | 39.2857 |
Ratio Avg Win / Avg Loss | 4.3831 | 8.7462 | 1.2242 | 1.3968 | 1.7144 | 1.1802 |
Largest Winning Trade | 1389289 | 1389289 | 63923 | 149677 | 149677 | 100478 |
Largest Losing Trade | -49260 | -49260 | -43085 | -92840 | -45621 | -92840 |
Avg Bars in Trades | 228 | 209 | 248 | 228 | 209 | 248 |
Avg Bars in Winners | 333 | 306 | 361 | 333 | 306 | 361 |
Avg Bars in Losers | 161 | 149 | 174 | 161 | 149 | 174 |
Bars Traded | 13010 | 6065 | 6945 | 13010 | 6065 | 6945 |
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 | -168261 | 514342 | -604333 | -763323 | -478342 | -604333 |
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{ "first_band": { "type": "tema", "factors": { "length": 199, "offset": 207 } }, "second_band": { "type": "sinwma", "factors": { "length": 132, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 199, "offset": 207 } }, "second_band": { "type": "sinwma", "factors": { "length": 132, "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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