Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717231.8335 | 675096.4008 | 42135.4328 | 514516.63 | 920686.5937 | -406169.9637 |
Total P&L (%) | 717.2318 | 675.0964 | 42.1354 | 514.5166 | 920.6866 | -406.17 |
Avg Daily Profit (%) | 0.2867 | 0.2699 | 0.0168 | 0.0726 | 0.0929 | 0 |
Buy And Hold Return (%) | 290.6664 | 290.6664 | 290.6664 | 290.6664 | 290.6664 | 290.6664 |
Max Trade Drawdown | -160293 | -48225 | -163928 | -553911 | -110597 | -622095 |
Profit Factor | 2.157 | 3.5791 | 1.1177 | 1.3712 | 3.0813 | 0.5695 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 50 | 49.0909 | 50.9091 | 50 | 49.0909 | 50.9091 |
Ratio Avg Win / Avg Loss | 2.157 | 3.7117 | 1.0777 | 1.3712 | 3.1954 | 0.5492 |
Largest Winning Trade | 379652 | 379652 | 43981 | 355882 | 355882 | 73175 |
Largest Losing Trade | -82009 | -32720 | -82009 | -482818 | -110597 | -482818 |
Avg Bars in Trades | 44 | 47 | 41 | 44 | 47 | 41 |
Avg Bars in Winners | 57 | 56 | 58 | 57 | 56 | 58 |
Avg Bars in Losers | 30 | 38 | 23 | 30 | 38 | 23 |
Bars Traded | 4848 | 2587 | 2261 | 4848 | 2587 | 2261 |
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 | 338495 | -169759 | -607174 | -103187 | -245993 | -760715 |
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{ "first_band": { "type": "tema", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 13, "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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