Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6253593.5432 | 78715.935 | -6332309.4782 | -2041585.7352 | 39787970.0661 | -41829555.8013 |
Total P&L (%) | -6253.5935 | 78.7159 | -6332.3095 | -2041.5857 | 39787.9701 | -41829.5558 |
Avg Daily Profit (%) | -3.1841 | 0.0401 | -3.2242 | 0 | 0.3054 | 0 |
Buy And Hold Return (%) | 1536.05 | 1536.05 | 1536.05 | 1536.05 | 1536.05 | 1536.05 |
Max Trade Drawdown | -6604298 | -135868 | -6510187 | -75513419 | -10429002 | -75772461 |
Profit Factor | 0.0861 | 1.3426 | 0.0424 | 0.979 | 4.0671 | 0.5025 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 35 | 18 | 17 | 37 | 19 | 18 |
Losing Trades | 24 | 11 | 13 | 22 | 10 | 12 |
Profitability (%) | 59.322 | 62.069 | 56.6667 | 62.7119 | 65.5172 | 60 |
Ratio Avg Win / Avg Loss | 0.059 | 0.8205 | 0.0324 | 0.5821 | 2.1406 | 0.335 |
Largest Winning Trade | 62417 | 40787 | 62417 | 24159703 | 24159703 | 13163703 |
Largest Losing Trade | -6344230 | -62006 | -6344230 | -75309752 | -10429002 | -75309752 |
Avg Bars in Trades | 65 | 68 | 62 | 65 | 68 | 62 |
Avg Bars in Winners | 32 | 35 | 28 | 70 | 76 | 63 |
Avg Bars in Losers | 113 | 121 | 105 | 56 | 52 | 60 |
Bars Traded | 3842 | 1979 | 1863 | 3842 | 1979 | 1863 |
Profit Streak | 406.712 | 0 | 560.212 | 0 | 632.212 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758483 | -304958 | -579002 | -758629 | 696180 | -579529 |
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{ "first_band": { "type": "tema", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 53, "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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