Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -149250.6021 | 89358.6101 | -238609.2122 | -5646202.1658 | 3249409.0844 | -8895611.2503 |
Total P&L (%) | -149.2506 | 89.3586 | -238.6092 | -5646.2022 | 3249.4091 | -8895.6113 |
Avg Daily Profit (%) | -0.0929 | 0.0556 | -0.1486 | 0 | 0.2189 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -522869 | -58720 | -513974 | -9888740 | -1923868 | -10054875 |
Profit Factor | 0.789 | 1.6449 | 0.5804 | 0.6285 | 2.0073 | 0.2569 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 13 | 15 | 39 | 20 | 19 |
Losing Trades | 41 | 22 | 19 | 30 | 15 | 15 |
Profitability (%) | 40.5797 | 37.1429 | 44.1176 | 56.5217 | 57.1429 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.1553 | 2.7837 | 0.7352 | 0.4834 | 1.5055 | 0.2028 |
Largest Winning Trade | 100077 | 100077 | 76421 | 1279380 | 1279380 | 545315 |
Largest Losing Trade | -513974 | -15127 | -513974 | -6209037 | -1639945 | -6209037 |
Avg Bars in Trades | 39 | 9 | 71 | 39 | 9 | 71 |
Avg Bars in Winners | 61 | 11 | 105 | 33 | 10 | 57 |
Avg Bars in Losers | 24 | 7 | 45 | 48 | 7 | 89 |
Bars Traded | 2758 | 320 | 2438 | 2758 | 320 | 2438 |
Profit Streak | 0 | 0 | 160.6336 | 155.6336 | 161.1336 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -689052 | -120236 | -582505 | -685356 | 510231 | -580032 |
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{ "first_band": { "type": "tema", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 15, "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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