Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223177.1778 | 139816.4371 | 83360.7407 | 128355.8186 | 34211.0523 | 94144.7664 |
Total P&L (%) | 223.1772 | 139.8164 | 83.3607 | 128.3558 | 34.2111 | 94.1448 |
Avg Daily Profit (%) | 0.2142 | 0.1342 | 0.08 | 0.0793 | 0.0283 | 0.0637 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98860 | -73643 | -64844 | -326053 | -229502 | -117433 |
Profit Factor | 1.4114 | 1.5141 | 1.3081 | 1.1431 | 1.0699 | 1.2308 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 72.3757 | 72.2222 | 72.5275 | 72.3757 | 72.2222 | 72.5275 |
Ratio Avg Win / Avg Loss | 0.5387 | 0.5823 | 0.4955 | 0.4363 | 0.4115 | 0.4662 |
Largest Winning Trade | 40853 | 40853 | 25874 | 39336 | 39336 | 38081 |
Largest Losing Trade | -61168 | -47699 | -61168 | -213828 | -213828 | -102599 |
Avg Bars in Trades | 133 | 133 | 134 | 133 | 133 | 134 |
Avg Bars in Winners | 80 | 81 | 79 | 80 | 81 | 79 |
Avg Bars in Losers | 273 | 267 | 279 | 273 | 267 | 279 |
Bars Traded | 24219 | 11973 | 12246 | 24219 | 11973 | 12246 |
Profit Streak | 23.1008 | 61.8091 | 23.1008 | 23.1008 | 61.8091 | 23.1008 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442095 | -9682 | -83285 | -146456 | -298720 | -105512 |
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{ "first_band": { "type": "tema", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 177, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 177, "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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