Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -111091.4865 | 112684.4981 | -223775.9846 | 3248039.4597 | 871649.05 | 2376390.4098 |
Total P&L (%) | -111.0915 | 112.6845 | -223.776 | 3248.0395 | 871.6491 | 2376.3904 |
Avg Daily Profit (%) | -0.0512 | 0.0519 | -0.1031 | 0.1619 | 0.1048 | 0.148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -529130 | -95893 | -510208 | -1110157 | -1095190 | -471530 |
Profit Factor | 0.8649 | 1.4734 | 0.6171 | 2.0967 | 1.4372 | 3.4551 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 14 | 7 | 7 | 14 | 7 | 7 |
Profitability (%) | 76.2712 | 75.8621 | 76.6667 | 76.2712 | 75.8621 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.2691 | 0.4688 | 0.1878 | 0.6523 | 0.4573 | 1.0515 |
Largest Winning Trade | 48096 | 48096 | 38468 | 530366 | 358659 | 530366 |
Largest Losing Trade | -348999 | -53031 | -348999 | -502775 | -502775 | -423948 |
Avg Bars in Trades | 138 | 166 | 111 | 138 | 166 | 111 |
Avg Bars in Winners | 79 | 87 | 72 | 91 | 95 | 88 |
Avg Bars in Losers | 327 | 413 | 241 | 288 | 389 | 187 |
Bars Traded | 8172 | 4824 | 3348 | 8172 | 4824 | 3348 |
Profit Streak | 286.3157 | 378.0657 | 286.3157 | 286.3157 | 378.0657 | 286.3157 |
Trades During Streak | 12 | 8 | 6 | 12 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755340 | -119365 | -575955 | -165640 | -48629 | 549007 |
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{ "first_band": { "type": "tema", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 139, "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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