Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1943939.5461 | -88309.4672 | -1855630.0788 | 445187.6695 | 8259249.0414 | -7814061.372 |
Total P&L (%) | -1943.9395 | -88.3095 | -1855.6301 | 445.1877 | 8259.249 | -7814.0614 |
Avg Daily Profit (%) | -1.0364 | -0.0471 | -0.9894 | 0.0905 | 0.2363 | 0 |
Buy And Hold Return (%) | 317.7788 | 317.7788 | 317.7788 | 317.7788 | 317.7788 | 317.7788 |
Max Trade Drawdown | -2161818 | -188017 | -2010931 | -6773440 | -563767 | -9961261 |
Profit Factor | 0.251 | 0.7493 | 0.1727 | 1.0265 | 5.3252 | 0.4751 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 64 | 27 | 37 | 52 | 30 | 22 |
Losing Trades | 33 | 21 | 12 | 45 | 18 | 27 |
Profitability (%) | 65.9794 | 56.25 | 75.5102 | 53.6082 | 62.5 | 44.898 |
Ratio Avg Win / Avg Loss | 0.1294 | 0.5828 | 0.056 | 0.8883 | 3.1951 | 0.5831 |
Largest Winning Trade | 33778 | 33778 | 30288 | 3587775 | 2973859 | 3587775 |
Largest Losing Trade | -1259205 | -57593 | -1259205 | -5355114 | -563767 | -5355114 |
Avg Bars in Trades | 228 | 256 | 201 | 228 | 256 | 201 |
Avg Bars in Winners | 112 | 106 | 116 | 257 | 285 | 218 |
Avg Bars in Losers | 453 | 449 | 461 | 195 | 208 | 187 |
Bars Traded | 22175 | 12316 | 9859 | 22175 | 12316 | 9859 |
Profit Streak | 64.6677 | 85.8344 | 64.6677 | 64.6677 | 85.8344 | 64.6677 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576620 | -578515 | -575989 | -303994 | 700336 | -581280 |
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{ "first_band": { "type": "tema", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "rma", "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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