Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73292.5502 | 1210.6072 | 72081.943 | 74939.3356 | -2792.9895 | 77732.3251 |
Total P&L (%) | 73.2926 | 1.2106 | 72.0819 | 74.9393 | -2.793 | 77.7323 |
Avg Daily Profit (%) | 0.2814 | 0.0046 | 0.2768 | 0.215 | -0.0109 | 0.2211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30351 | -25399 | -16152 | -30176 | -26100 | -16968 |
Profit Factor | 1.4387 | 1.0117 | 2.1317 | 1.437 | 0.9736 | 2.181 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 72.2772 | 68 | 76.4706 | 72.2772 | 68 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.5518 | 0.4761 | 0.6559 | 0.5512 | 0.4581 | 0.6711 |
Largest Winning Trade | 20152 | 8700 | 20152 | 29342 | 7973 | 29342 |
Largest Losing Trade | -25977 | -25977 | -12458 | -27407 | -27407 | -12660 |
Avg Bars in Trades | 241 | 238 | 243 | 241 | 238 | 243 |
Avg Bars in Winners | 161 | 147 | 172 | 161 | 147 | 172 |
Avg Bars in Losers | 449 | 433 | 471 | 449 | 433 | 471 |
Bars Traded | 24345 | 11944 | 12401 | 24345 | 11944 | 12401 |
Profit Streak | 6.2259 | 6.2259 | 7.4968 | 6.2259 | 6.2259 | 7.4968 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407349 | -739646 | -166853 | 386528 | -758728 | -167234 |
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{ "first_band": { "type": "tema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 70, "offset": 250 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 70, "offset": 250 } } }
# | 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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