Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9637337.8372 | 186322.7491 | -9823660.5863 | 147277418.878 | -17905027.616 | 165182446.494 |
Total P&L (%) | -9637.3378 | 186.3227 | -9823.6606 | 147277.4189 | -17905.0276 | 165182.4465 |
Avg Daily Profit (%) | -4.2521 | 0.0822 | -4.3343 | 0.3224 | 0 | 0.3275 |
Buy And Hold Return (%) | 10008.8383 | 10008.8383 | 10008.8383 | 10008.8383 | 10008.8383 | 10008.8383 |
Max Trade Drawdown | -9899641 | -75845 | -9943053 | -159160839 | -109197852 | -149231877 |
Profit Factor | 0.0627 | 2.2221 | 0.0302 | 1.3873 | 0.9049 | 1.8602 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 49 | 24 | 25 | 35 | 19 | 16 |
Losing Trades | 22 | 12 | 10 | 36 | 17 | 19 |
Profitability (%) | 69.0141 | 66.6667 | 71.4286 | 49.2958 | 52.7778 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.0282 | 1.111 | 0.0121 | 1.4269 | 0.8096 | 2.209 |
Largest Winning Trade | 66351 | 66351 | 39610 | 198065894 | 46730908 | 198065894 |
Largest Losing Trade | -9804353 | -37957 | -9804353 | -45596585 | -29251151 | -45596585 |
Avg Bars in Trades | 121 | 129 | 114 | 121 | 129 | 114 |
Avg Bars in Winners | 81 | 96 | 67 | 145 | 156 | 133 |
Avg Bars in Losers | 210 | 195 | 230 | 98 | 99 | 97 |
Bars Traded | 8651 | 4658 | 3993 | 8651 | 4658 | 3993 |
Profit Streak | 45.0312 | 129.2812 | 0 | 45.0312 | 129.2812 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668757 | -242739 | -578009 | -81294 | -579460 | 395331 |
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{ "first_band": { "type": "tema", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 79, "offset": 0, "std": 4.66628 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 79, "offset": 0, "std": 4.66628 } } }
# | 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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