Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1571371.7035 | 41153.2446 | -1612524.9481 | -146378.3519 | -3849503.4579 | 3703125.1059 |
Total P&L (%) | -1571.3717 | 41.1532 | -1612.5249 | -146.3784 | -3849.5035 | 3703.1251 |
Avg Daily Profit (%) | -0.6962 | 0.0182 | -0.7145 | 0 | 0 | 0.1613 |
Buy And Hold Return (%) | 489.8123 | 489.8123 | 489.8123 | 489.8123 | 489.8123 | 489.8123 |
Max Trade Drawdown | -1758247 | -121587 | -1754895 | -7549359 | -5154107 | -3761562 |
Profit Factor | 0.3707 | 1.106 | 0.2354 | 0.991 | 0.5355 | 1.4671 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 134 | 65 | 69 | 80 | 37 | 43 |
Losing Trades | 43 | 23 | 20 | 97 | 51 | 46 |
Profitability (%) | 75.7062 | 73.8636 | 77.5281 | 45.1977 | 42.0455 | 48.3146 |
Ratio Avg Win / Avg Loss | 0.119 | 0.3914 | 0.0682 | 1.2016 | 0.7381 | 1.5694 |
Largest Winning Trade | 24214 | 24214 | 19968 | 5584792 | 1019851 | 5584792 |
Largest Losing Trade | -1342051 | -54322 | -1342051 | -3602241 | -3602241 | -3499266 |
Avg Bars in Trades | 36 | 32 | 40 | 36 | 32 | 40 |
Avg Bars in Winners | 14 | 12 | 16 | 39 | 38 | 39 |
Avg Bars in Losers | 105 | 90 | 123 | 33 | 27 | 40 |
Bars Traded | 6451 | 2866 | 3585 | 6451 | 2866 | 3585 |
Profit Streak | 41.2503 | 85.5836 | 41.2503 | 0 | 0 | 0 |
Trades During Streak | 8 | 5 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574893 | -435327 | -575743 | -580051 | -584190 | 322250 |
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{ "first_band": { "type": "tema", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 204, "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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