Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293005.3482 | 183987.0507 | 109018.2975 | 262325.4177 | 14716.4064 | 247609.0113 |
Total P&L (%) | 293.0053 | 183.9871 | 109.0183 | 262.3254 | 14.7164 | 247.609 |
Avg Daily Profit (%) | 0.2813 | 0.1766 | 0.1047 | 0.1237 | 0.0132 | 0.1197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87355 | -64646 | -72962 | -461365 | -382281 | -178573 |
Profit Factor | 1.4341 | 1.5663 | 1.3115 | 1.1405 | 1.014 | 1.3031 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 74.6667 | 75 | 74.3363 | 74.6667 | 75 | 74.3363 |
Ratio Avg Win / Avg Loss | 0.4866 | 0.5221 | 0.4528 | 0.387 | 0.338 | 0.4499 |
Largest Winning Trade | 34008 | 34008 | 25164 | 71430 | 71430 | 64050 |
Largest Losing Trade | -55188 | -50122 | -55188 | -330734 | -330734 | -172339 |
Avg Bars in Trades | 108 | 108 | 109 | 108 | 108 | 109 |
Avg Bars in Winners | 66 | 66 | 67 | 66 | 66 | 67 |
Avg Bars in Losers | 232 | 233 | 232 | 232 | 233 | 232 |
Bars Traded | 24459 | 12097 | 12362 | 24459 | 12097 | 12362 |
Profit Streak | 23.5592 | 64.4759 | 23.5592 | 23.5592 | 64.4759 | 23.5592 |
Trades During Streak | 4 | 9 | 2 | 4 | 9 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483637 | 445023 | -50563 | -89688 | -396162 | -30586 |
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{ "first_band": { "type": "tema", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 173, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 173, "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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