Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -704784.9955 | 173946.0882 | -878731.0837 | -3678089.4113 | -11919749.2048 | 8241659.7934 |
Total P&L (%) | -704.785 | 173.9461 | -878.7311 | -3678.0894 | -11919.7492 | 8241.6598 |
Avg Daily Profit (%) | -0.3876 | 0.0957 | -0.4833 | 0 | 0 | 0.2436 |
Buy And Hold Return (%) | 688.1178 | 688.1178 | 688.1178 | 688.1178 | 688.1178 | 688.1178 |
Max Trade Drawdown | -846211 | -122603 | -945383 | -33070636 | -23636814 | -10359258 |
Profit Factor | 0.5474 | 1.5984 | 0.3062 | 0.9384 | 0.6453 | 1.3152 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 54 | 30 | 24 | 41 | 21 | 20 |
Losing Trades | 33 | 14 | 19 | 46 | 23 | 23 |
Profitability (%) | 62.069 | 68.1818 | 55.814 | 47.1264 | 47.7273 | 46.5116 |
Ratio Avg Win / Avg Loss | 0.3345 | 0.7459 | 0.2424 | 1.0529 | 0.7068 | 1.5125 |
Largest Winning Trade | 54589 | 54589 | 49426 | 16521269 | 3975432 | 16521269 |
Largest Losing Trade | -531997 | -75181 | -531997 | -19736307 | -19736307 | -9747141 |
Avg Bars in Trades | 61 | 68 | 54 | 61 | 68 | 54 |
Avg Bars in Winners | 40 | 43 | 38 | 57 | 67 | 46 |
Avg Bars in Losers | 95 | 123 | 74 | 65 | 69 | 61 |
Bars Traded | 5359 | 3020 | 2339 | 5359 | 3020 | 2339 |
Profit Streak | 3.6902 | 6.0235 | 0 | 0 | 0 | 11.6902 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579209 | -227680 | -579973 | -579996 | -581603 | 341316 |
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{ "first_band": { "type": "tema", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 87, "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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