Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -619186.2451 | -154836.1308 | -464350.1142 | -99968.1172 | 769502.4125 | -869470.5297 |
Total P&L (%) | -619.1862 | -154.8361 | -464.3501 | -99.9681 | 769.5024 | -869.4705 |
Avg Daily Profit (%) | -0.4176 | -0.1044 | -0.3132 | -0.5415 | 0.146 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -720143 | -232887 | -538579 | -1001486 | -175845 | -1522404 |
Profit Factor | 0.4991 | 0.6204 | 0.4394 | 0.95 | 2.7433 | 0.4413 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 57 | 22 | 35 | 37 | 21 | 16 |
Losing Trades | 28 | 20 | 8 | 48 | 21 | 27 |
Profitability (%) | 67.0588 | 52.381 | 81.3953 | 43.5294 | 50 | 37.2093 |
Ratio Avg Win / Avg Loss | 0.2452 | 0.564 | 0.1004 | 1.2324 | 2.7433 | 0.7447 |
Largest Winning Trade | 28703 | 25728 | 28703 | 574433 | 512546 | 574433 |
Largest Losing Trade | -367492 | -64134 | -367492 | -637240 | -130665 | -637240 |
Avg Bars in Trades | 204 | 257 | 153 | 204 | 257 | 153 |
Avg Bars in Winners | 101 | 95 | 105 | 274 | 337 | 190 |
Avg Bars in Losers | 414 | 434 | 365 | 151 | 176 | 131 |
Bars Traded | 17398 | 10794 | 6604 | 17398 | 10794 | 6604 |
Profit Streak | 55.7557 | 55.7557 | 67.7557 | 55.7557 | 55.7557 | 67.7557 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576536 | -579444 | -575321 | -579874 | 305748 | -584320 |
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{ "first_band": { "type": "tema", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 210, "offset": 0 } } }
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# | 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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