Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2379941.6894 | -202237.2226 | -2177704.4668 | -171347.4217 | -15249559.3079 | 15078211.8862 |
Total P&L (%) | -2379.9417 | -202.2372 | -2177.7045 | -171.3474 | -15249.5593 | 15078.2119 |
Avg Daily Profit (%) | -1.0527 | -0.0895 | -0.9633 | 0 | 0 | 0.2224 |
Buy And Hold Return (%) | 341.6938 | 341.6938 | 341.6938 | 341.6938 | 341.6938 | 341.6938 |
Max Trade Drawdown | -2415718 | -260264 | -2228640 | -24396257 | -15564199 | -9979300 |
Profit Factor | 0.1665 | 0.4823 | 0.1165 | 0.9942 | 0.0613 | 2.1315 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 41 | 18 | 23 | 29 | 14 | 15 |
Losing Trades | 32 | 18 | 14 | 44 | 22 | 22 |
Profitability (%) | 56.1644 | 50 | 62.1622 | 39.726 | 38.8889 | 40.5405 |
Ratio Avg Win / Avg Loss | 0.13 | 0.4823 | 0.0709 | 1.5085 | 0.0964 | 3.1262 |
Largest Winning Trade | 38335 | 32104 | 38335 | 26045369 | 279784 | 26045369 |
Largest Losing Trade | -1221324 | -58158 | -1221324 | -10213491 | -10213491 | -7414449 |
Avg Bars in Trades | 115 | 134 | 96 | 115 | 134 | 96 |
Avg Bars in Winners | 55 | 56 | 54 | 128 | 141 | 117 |
Avg Bars in Losers | 191 | 211 | 164 | 105 | 129 | 82 |
Bars Traded | 8396 | 4836 | 3560 | 8396 | 4836 | 3560 |
Profit Streak | 80.2612 | 0 | 130.5112 | 0 | 323.2612 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -655420 | -580780 | -578628 | -658273 | -584134 | 309962 |
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{ "first_band": { "type": "tema", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 169, "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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