Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -943393.6298 | -193650.0576 | -749743.5722 | -99870.8806 | 790835.046 | -890705.9266 |
Total P&L (%) | -943.3936 | -193.6501 | -749.7436 | -99.8709 | 790.835 | -890.7059 |
Avg Daily Profit (%) | -0.6407 | -0.1315 | -0.5092 | -0.4507 | 0.1486 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1033511 | -254610 | -821067 | -1084406 | -88692 | -1062944 |
Profit Factor | 0.4795 | 0.674 | 0.3846 | 0.9443 | 3.1197 | 0.3733 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 110 | 48 | 62 | 88 | 42 | 46 |
Losing Trades | 58 | 36 | 22 | 80 | 42 | 38 |
Profitability (%) | 65.4762 | 57.1429 | 73.8095 | 52.381 | 50 | 54.7619 |
Ratio Avg Win / Avg Loss | 0.2528 | 0.5055 | 0.1365 | 0.8585 | 3.1197 | 0.3084 |
Largest Winning Trade | 28784 | 28784 | 18179 | 528790 | 528790 | 182920 |
Largest Losing Trade | -539798 | -65902 | -539798 | -863939 | -55553 | -863939 |
Avg Bars in Trades | 52 | 58 | 45 | 52 | 58 | 45 |
Avg Bars in Winners | 27 | 27 | 26 | 50 | 58 | 43 |
Avg Bars in Losers | 99 | 100 | 96 | 53 | 59 | 47 |
Bars Traded | 8744 | 4946 | 3798 | 8744 | 4946 | 3798 |
Profit Streak | 9.7125 | 49.2125 | 9.7125 | 9.7125 | 49.2125 | 9.7125 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576785 | -578764 | -577078 | -578482 | 462110 | -579825 |
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{ "first_band": { "type": "tema", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 124, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 124, "offset": 0, "poles": 2 } } }
# | 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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