Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885534.0152 | 804725.3995 | 80808.6157 | 6180448.3828 | 9604549.4497 | -3424101.067 |
Total P&L (%) | 885.534 | 804.7254 | 80.8086 | 6180.4484 | 9604.5495 | -3424.1011 |
Avg Daily Profit (%) | 0.3541 | 0.3218 | 0.0323 | 0.1657 | 0.1831 | 0 |
Buy And Hold Return (%) | 884.6164 | 884.6164 | 884.6164 | 884.6164 | 884.6164 | 884.6164 |
Max Trade Drawdown | -160032 | -106502 | -75619 | -6613823 | -2954780 | -4518722 |
Profit Factor | 3.3422 | 5.182 | 1.4353 | 1.6097 | 3.3729 | 0.4376 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 50.8197 | 46.6667 | 54.8387 | 50.8197 | 46.6667 | 54.8387 |
Ratio Avg Win / Avg Loss | 3.2344 | 5.9223 | 1.182 | 1.5578 | 3.8548 | 0.3604 |
Largest Winning Trade | 332926 | 332926 | 62249 | 4677180 | 4677180 | 509203 |
Largest Losing Trade | -44168 | -44168 | -40166 | -3038605 | -1999197 | -3038605 |
Avg Bars in Trades | 76 | 79 | 73 | 76 | 79 | 73 |
Avg Bars in Winners | 89 | 93 | 85 | 89 | 93 | 85 |
Avg Bars in Losers | 62 | 66 | 58 | 62 | 66 | 58 |
Bars Traded | 4641 | 2378 | 2263 | 4641 | 2378 | 2263 |
Profit Streak | 64.9562 | 343.9562 | 64.9562 | 64.9562 | 343.9562 | 64.9562 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -314630 | -148770 | -313438 | -154138 | 516356 | -579631 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 248, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 248, "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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