Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -810377.9073 | 80643.1583 | -891021.0656 | -685814.6617 | -7606314.5315 | 6920499.8697 |
Total P&L (%) | -810.3779 | 80.6432 | -891.0211 | -685.8147 | -7606.3145 | 6920.4999 |
Avg Daily Profit (%) | -0.4436 | 0.0441 | -0.4878 | 0 | 0 | 0.233 |
Buy And Hold Return (%) | 686.1728 | 686.1728 | 686.1728 | 686.1728 | 686.1728 | 686.1728 |
Max Trade Drawdown | -937399 | -170952 | -948591 | -14459066 | -11263103 | -3867707 |
Profit Factor | 0.4643 | 1.2729 | 0.268 | 0.9734 | 0.4753 | 1.611 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 47 | 27 | 20 | 36 | 18 | 18 |
Losing Trades | 31 | 12 | 19 | 42 | 21 | 21 |
Profitability (%) | 60.2564 | 69.2308 | 51.2821 | 46.1538 | 46.1538 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.3062 | 0.5657 | 0.2546 | 1.1357 | 0.5546 | 1.8795 |
Largest Winning Trade | 71913 | 71913 | 46178 | 11771334 | 1675800 | 11771334 |
Largest Losing Trade | -467261 | -76602 | -467261 | -10218877 | -10218877 | -3867707 |
Avg Bars in Trades | 136 | 146 | 127 | 136 | 146 | 127 |
Avg Bars in Winners | 79 | 86 | 70 | 138 | 148 | 129 |
Avg Bars in Losers | 223 | 280 | 187 | 135 | 144 | 126 |
Bars Traded | 10680 | 5698 | 4982 | 10680 | 5698 | 4982 |
Profit Streak | 21.9126 | 33.5792 | 0 | 0 | 0 | 39.5792 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -617398 | -298413 | -580591 | -619384 | -582253 | 391753 |
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{ "first_band": { "type": "tema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 29, "offset": 110 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 29, "offset": 110 } } }
# | 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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