Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1809354.4458 | -71440.1277 | -1737914.3181 | -500785.7683 | -8794460.1265 | 8293674.3582 |
Total P&L (%) | -1809.3544 | -71.4401 | -1737.9143 | -500.7858 | -8794.4601 | 8293.6744 |
Avg Daily Profit (%) | -0.9693 | -0.0383 | -0.931 | 0 | 0 | 0.2376 |
Buy And Hold Return (%) | 352.2671 | 352.2671 | 352.2671 | 352.2671 | 352.2671 | 352.2671 |
Max Trade Drawdown | -2002385 | -195589 | -1855352 | -12081009 | -12027870 | -7844039 |
Profit Factor | 0.3084 | 0.8486 | 0.1896 | 0.9856 | 0.5723 | 1.5794 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 278 | 138 | 140 | 214 | 104 | 110 |
Losing Trades | 58 | 30 | 28 | 122 | 64 | 58 |
Profitability (%) | 82.7381 | 82.1429 | 83.3333 | 63.6905 | 61.9048 | 65.4762 |
Ratio Avg Win / Avg Loss | 0.0643 | 0.1845 | 0.0379 | 0.5619 | 0.3522 | 0.8328 |
Largest Winning Trade | 28734 | 28734 | 19644 | 10789280 | 4523888 | 10789280 |
Largest Losing Trade | -1188234 | -59426 | -1188234 | -5557737 | -5557737 | -5372006 |
Avg Bars in Trades | 65 | 78 | 52 | 65 | 78 | 52 |
Avg Bars in Winners | 17 | 18 | 15 | 37 | 41 | 34 |
Avg Bars in Losers | 299 | 355 | 240 | 115 | 140 | 88 |
Bars Traded | 22145 | 13260 | 8885 | 22145 | 13260 | 8885 |
Profit Streak | 0 | 50.0822 | 0 | 20.0822 | 0 | 20.9156 |
Trades During Streak | 0 | 7 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574866 | -574475 | -575962 | -576691 | -578910 | 409197 |
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{ "first_band": { "type": "tema", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 218, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 218, "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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