Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1366603.1021 | -47529.7784 | -1319073.3238 | 271830.8034 | -6168035.7083 | 6439866.5117 |
Total P&L (%) | -1366.6031 | -47.5298 | -1319.0733 | 271.8308 | -6168.0357 | 6439.8665 |
Avg Daily Profit (%) | -0.725 | -0.0252 | -0.6998 | 0.0697 | 0 | 0.222 |
Buy And Hold Return (%) | 286.9679 | 286.9679 | 286.9679 | 286.9679 | 286.9679 | 286.9679 |
Max Trade Drawdown | -1490190 | -154969 | -1392270 | -8121601 | -7713678 | -2470629 |
Profit Factor | 0.2779 | 0.8371 | 0.176 | 1.0191 | 0.3495 | 2.3642 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 75 | 36 | 39 | 67 | 32 | 35 |
Losing Trades | 23 | 13 | 10 | 31 | 17 | 14 |
Profitability (%) | 76.5306 | 73.4694 | 79.5918 | 68.3673 | 65.3061 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.0852 | 0.3023 | 0.0451 | 0.4715 | 0.1857 | 0.9457 |
Largest Winning Trade | 18068 | 18041 | 18068 | 6873376 | 1071321 | 6873376 |
Largest Losing Trade | -1113685 | -57930 | -1113685 | -4844564 | -4844564 | -2064242 |
Avg Bars in Trades | 74 | 90 | 58 | 74 | 90 | 58 |
Avg Bars in Winners | 27 | 31 | 23 | 37 | 40 | 35 |
Avg Bars in Losers | 227 | 253 | 194 | 154 | 184 | 117 |
Bars Traded | 7315 | 4437 | 2879 | 7315 | 4437 | 2879 |
Profit Streak | 66.0698 | 86.3198 | 66.0698 | 66.0698 | 86.3198 | 66.0698 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575213 | -576231 | -575462 | -462293 | -577290 | 511521 |
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{ "first_band": { "type": "tema", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 119, "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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