Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6580240.958 | 105563.9787 | -6685804.9367 | -9155802.2152 | 33006302.4987 | -42162104.7139 |
Total P&L (%) | -6580.241 | 105.564 | -6685.8049 | -9155.8022 | 33006.3025 | -42162.1047 |
Avg Daily Profit (%) | -3.3504 | 0.0537 | -3.4042 | 0 | 0.2959 | 0 |
Buy And Hold Return (%) | 2466.9824 | 2466.9824 | 2466.9824 | 2466.9824 | 2466.9824 | 2466.9824 |
Max Trade Drawdown | -6836300 | -115669 | -6797091 | -101942477 | -54783715 | -61063169 |
Profit Factor | 0.0774 | 1.5117 | 0.0347 | 0.941 | 1.4832 | 0.5146 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 43 | 22 | 21 | 29 | 14 | 15 |
Losing Trades | 16 | 7 | 9 | 30 | 15 | 15 |
Profitability (%) | 72.8814 | 75.8621 | 70 | 49.1525 | 48.2759 | 50 |
Ratio Avg Win / Avg Loss | 0.0288 | 0.481 | 0.0149 | 0.9734 | 1.5891 | 0.5146 |
Largest Winning Trade | 56691 | 56691 | 47141 | 49218374 | 49218374 | 13326211 |
Largest Losing Trade | -6754705 | -60313 | -6754705 | -47122556 | -17615195 | -47122556 |
Avg Bars in Trades | 93 | 98 | 89 | 93 | 98 | 89 |
Avg Bars in Winners | 48 | 49 | 46 | 125 | 145 | 108 |
Avg Bars in Losers | 216 | 250 | 189 | 62 | 54 | 70 |
Bars Traded | 5534 | 2850 | 2684 | 5534 | 2850 | 2684 |
Profit Streak | 399.178 | 0 | 552.5114 | 0 | 594.178 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756726 | -283910 | -577649 | -760607 | 397060 | -580825 |
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{ "first_band": { "type": "tema", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 238, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 238, "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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