Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1072723.0127 | 811899.7805 | 260823.2323 | 21807923.5853 | -10639275.8795 | 32447199.4648 |
Total P&L (%) | 1072.723 | 811.8998 | 260.8232 | 21807.9236 | -10639.2759 | 32447.1995 |
Avg Daily Profit (%) | 0.515 | 0.3898 | 0.1252 | 0.2591 | 0 | 0.2781 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105219 | -67230 | -73252 | -39810356 | -27489062 | -17655259 |
Profit Factor | 2.7199 | 3.5231 | 1.8639 | 1.249 | 0.7938 | 1.9014 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 40.708 | 33.3333 | 48.2143 | 40.708 | 33.3333 | 48.2143 |
Ratio Avg Win / Avg Loss | 3.9616 | 7.0463 | 2.0019 | 1.8192 | 1.5876 | 2.0422 |
Largest Winning Trade | 284423 | 284423 | 66919 | 20789333 | 17738679 | 20789333 |
Largest Losing Trade | -24689 | -19816 | -24689 | -9518646 | -9518646 | -8331839 |
Avg Bars in Trades | 218 | 194 | 242 | 218 | 194 | 242 |
Avg Bars in Winners | 403 | 405 | 401 | 403 | 405 | 401 |
Avg Bars in Losers | 91 | 89 | 95 | 91 | 89 | 95 |
Bars Traded | 24696 | 11097 | 13599 | 24696 | 11097 | 13599 |
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 | 453814 | -170443 | -203071 | 220043 | -764814 | -168434 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 218, "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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