Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -967735.8917 | 72376.403 | -1040112.2947 | -1194806.4728 | -7030632.0132 | 5835825.5404 |
Total P&L (%) | -967.7359 | 72.3764 | -1040.1123 | -1194.8065 | -7030.632 | 5835.8255 |
Avg Daily Profit (%) | -0.5299 | 0.0396 | -0.5695 | 0 | 0 | 0.2239 |
Buy And Hold Return (%) | 845.2302 | 845.2302 | 845.2302 | 845.2302 | 845.2302 | 845.2302 |
Max Trade Drawdown | -1120456 | -178991 | -1112541 | -11874988 | -9184532 | -4334095 |
Profit Factor | 0.4052 | 1.2662 | 0.2324 | 0.9476 | 0.4126 | 1.5379 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 41 | 22 | 19 | 26 | 12 | 14 |
Losing Trades | 23 | 10 | 13 | 38 | 20 | 18 |
Profitability (%) | 64.0625 | 68.75 | 59.375 | 40.625 | 37.5 | 43.75 |
Ratio Avg Win / Avg Loss | 0.2273 | 0.5755 | 0.159 | 1.385 | 0.6877 | 1.9773 |
Largest Winning Trade | 73431 | 73431 | 48405 | 11623939 | 1435873 | 11623939 |
Largest Losing Trade | -560329 | -76488 | -560329 | -8076557 | -8076557 | -4334095 |
Avg Bars in Trades | 109 | 114 | 103 | 109 | 114 | 103 |
Avg Bars in Winners | 62 | 73 | 49 | 118 | 125 | 113 |
Avg Bars in Losers | 192 | 207 | 182 | 102 | 108 | 95 |
Bars Traded | 6994 | 3679 | 3315 | 6994 | 3679 | 3315 |
Profit Streak | 19.955 | 32.955 | 0 | 0 | 0 | 37.705 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721899 | -304593 | -579595 | -726534 | -585671 | 320716 |
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{ "first_band": { "type": "tema", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 171, "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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