Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350929.6963 | 379613.6356 | -28683.9393 | -80311.8939 | 13717.547 | -94029.441 |
Total P&L (%) | 350.9297 | 379.6136 | -28.6839 | -80.3119 | 13.7175 | -94.0294 |
Avg Daily Profit (%) | 0.1841 | 0.1991 | -0.015 | -0.0852 | 0.0067 | -0.1477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -297469 | -196452 | -172004 | -841682 | -511760 | -471020 |
Profit Factor | 1.2797 | 1.6272 | 0.9558 | 0.9661 | 1.0116 | 0.9206 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Losing Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Profitability (%) | 53.4783 | 55.6522 | 51.3043 | 53.4783 | 55.6522 | 51.3043 |
Ratio Avg Win / Avg Loss | 1.1132 | 1.2967 | 0.9072 | 0.8404 | 0.8061 | 0.8738 |
Largest Winning Trade | 220301 | 220301 | 41585 | 160731 | 160731 | 149171 |
Largest Losing Trade | -80494 | -36373 | -80494 | -374522 | -155898 | -374522 |
Avg Bars in Trades | 48 | 44 | 52 | 48 | 44 | 52 |
Avg Bars in Winners | 52 | 45 | 59 | 52 | 45 | 59 |
Avg Bars in Losers | 44 | 43 | 45 | 44 | 43 | 45 |
Bars Traded | 11185 | 5109 | 6076 | 11185 | 5109 | 6076 |
Profit Streak | 19.6936 | 21.0269 | 19.6936 | 19.6936 | 21.0269 | 19.6936 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365913 | 382296 | -580300 | -578058 | -442335 | -580300 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 31, "offset": 70 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 31, "offset": 70 } } }
# | 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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