Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700190.8063 | 499546.0809 | 200644.7254 | 700879.0318 | -874546.3514 | 1575425.3832 |
Total P&L (%) | 700.1908 | 499.5461 | 200.6447 | 700.879 | -874.5464 | 1575.4254 |
Avg Daily Profit (%) | 0.3879 | 0.2767 | 0.1111 | 0.1153 | 0 | 0.1563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160773 | -122617 | -55939 | -4176726 | -3272311 | -1463378 |
Profit Factor | 1.95 | 2.1826 | 1.6378 | 1.0537 | 0.883 | 1.2825 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 69 | 26 | 43 | 69 | 26 | 43 |
Losing Trades | 123 | 70 | 53 | 123 | 70 | 53 |
Profitability (%) | 35.9375 | 27.0833 | 44.7917 | 35.9375 | 27.0833 | 44.7917 |
Ratio Avg Win / Avg Loss | 3.4761 | 5.8762 | 2.0186 | 1.8783 | 2.3774 | 1.5807 |
Largest Winning Trade | 496340 | 496340 | 72544 | 1423262 | 1423262 | 1227076 |
Largest Losing Trade | -22965 | -22965 | -16778 | -527776 | -527776 | -509727 |
Avg Bars in Trades | 36 | 29 | 44 | 36 | 29 | 44 |
Avg Bars in Winners | 69 | 64 | 72 | 69 | 64 | 72 |
Avg Bars in Losers | 18 | 17 | 21 | 18 | 17 | 21 |
Bars Traded | 7103 | 2858 | 4245 | 7103 | 2858 | 4245 |
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 | 319816 | -8223 | -43835 | -203453 | -598653 | 231415 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 84, "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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