Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198800.1354 | 127838.8569 | 70961.2785 | 2262.7647 | 19845.6917 | -17582.927 |
Total P&L (%) | 198.8001 | 127.8389 | 70.9613 | 2.2628 | 19.8457 | -17.5829 |
Avg Daily Profit (%) | 0.1909 | 0.1227 | 0.0681 | 0.0021 | 0.0174 | -0.0186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162193 | -59287 | -127601 | -99314 | -44952 | -81918 |
Profit Factor | 1.2152 | 1.2785 | 1.1526 | 1.0047 | 1.0855 | 0.9287 |
Total Trades | 383 | 191 | 192 | 383 | 191 | 192 |
Winning Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Losing Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Profitability (%) | 68.4073 | 68.5864 | 68.2292 | 68.4073 | 68.5864 | 68.2292 |
Ratio Avg Win / Avg Loss | 0.5612 | 0.5856 | 0.5367 | 0.464 | 0.4972 | 0.4325 |
Largest Winning Trade | 29882 | 29882 | 24320 | 15561 | 10784 | 15561 |
Largest Losing Trade | -80585 | -40962 | -80585 | -39879 | -28379 | -39879 |
Avg Bars in Trades | 64 | 63 | 65 | 64 | 63 | 65 |
Avg Bars in Winners | 38 | 35 | 40 | 38 | 35 | 40 |
Avg Bars in Losers | 122 | 126 | 118 | 122 | 126 | 118 |
Bars Traded | 24795 | 12212 | 12583 | 24795 | 12212 | 12583 |
Profit Streak | 12.4577 | 30.2077 | 12.4577 | 12.4577 | 30.2077 | 12.4577 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410350 | -26489 | -152384 | -566758 | -300385 | -576881 |
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{ "first_band": { "type": "tema", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 105, "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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