Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282302.2258 | 156936.6739 | 125365.5519 | 241603.3885 | 8085.9024 | 233517.4861 |
Total P&L (%) | 282.3022 | 156.9367 | 125.3656 | 241.6034 | 8.0859 | 233.5175 |
Avg Daily Profit (%) | 0.271 | 0.1507 | 0.1204 | 0.118 | 0.0075 | 0.1157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84515 | -59191 | -58173 | -420747 | -308529 | -174163 |
Profit Factor | 1.4465 | 1.5063 | 1.389 | 1.1647 | 1.0099 | 1.3588 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 155 | 76 | 79 | 155 | 76 | 79 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 73.8095 | 72.381 | 75.2381 | 73.8095 | 72.381 | 75.2381 |
Ratio Avg Win / Avg Loss | 0.5133 | 0.5748 | 0.4571 | 0.4133 | 0.3854 | 0.4472 |
Largest Winning Trade | 39389 | 39389 | 25747 | 56980 | 53386 | 56980 |
Largest Losing Trade | -58173 | -48662 | -58173 | -298591 | -298591 | -133012 |
Avg Bars in Trades | 118 | 118 | 117 | 118 | 118 | 117 |
Avg Bars in Winners | 69 | 66 | 72 | 69 | 66 | 72 |
Avg Bars in Losers | 254 | 255 | 254 | 254 | 255 | 254 |
Bars Traded | 24829 | 12474 | 12355 | 24829 | 12474 | 12355 |
Profit Streak | 11.1304 | 11.1304 | 22.6304 | 11.1304 | 11.1304 | 22.6304 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480178 | 391492 | -28593 | -70734 | -555933 | -34978 |
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{ "first_band": { "type": "tema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 133, "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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