Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2391825.0354 | -187954.0869 | -2203870.9484 | -14494.6983 | -4689230.7399 | 4674736.0416 |
Total P&L (%) | -2391.825 | -187.9541 | -2203.8709 | -14.4947 | -4689.2307 | 4674.736 |
Avg Daily Profit (%) | -1.0606 | -0.0833 | -0.9772 | -0.0069 | 0 | 0.1716 |
Buy And Hold Return (%) | 349.0385 | 349.0385 | 349.0385 | 349.0385 | 349.0385 | 349.0385 |
Max Trade Drawdown | -2439674 | -197396 | -2256415 | -5746254 | -4769328 | -1011950 |
Profit Factor | 0.1555 | 0.5366 | 0.0917 | 0.9983 | 0.2053 | 2.6977 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 48 | 24 | 24 | 46 | 21 | 25 |
Losing Trades | 39 | 19 | 20 | 41 | 22 | 19 |
Profitability (%) | 55.1724 | 55.814 | 54.5455 | 52.8736 | 48.8372 | 56.8182 |
Ratio Avg Win / Avg Loss | 0.1263 | 0.4248 | 0.0765 | 0.8898 | 0.2151 | 2.0502 |
Largest Winning Trade | 37862 | 37862 | 23319 | 5120929 | 274229 | 5120929 |
Largest Losing Trade | -1668925 | -58976 | -1668925 | -2382150 | -2382150 | -663636 |
Avg Bars in Trades | 98 | 106 | 91 | 98 | 106 | 91 |
Avg Bars in Winners | 47 | 45 | 49 | 58 | 50 | 65 |
Avg Bars in Losers | 161 | 184 | 140 | 143 | 160 | 124 |
Bars Traded | 8587 | 4581 | 4006 | 8587 | 4581 | 4006 |
Profit Streak | 78.8923 | 78.8923 | 280.8923 | 78.8923 | 78.8923 | 280.8923 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578411 | -579010 | -578715 | -578709 | -580215 | 550730 |
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{ "first_band": { "type": "tema", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 150, "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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