Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1260426.7667 | -50542.5317 | -1209884.235 | -397771.0588 | -3433938.5733 | 3036167.5145 |
Total P&L (%) | -1260.4268 | -50.5425 | -1209.8842 | -397.7711 | -3433.9386 | 3036.1675 |
Avg Daily Profit (%) | -0.696 | -0.0279 | -0.6681 | 0 | 0 | 0.1904 |
Buy And Hold Return (%) | 524.4615 | 524.4615 | 524.4615 | 524.4615 | 524.4615 | 524.4615 |
Max Trade Drawdown | -1308781 | -193993 | -1240422 | -7420549 | -5787548 | -1679331 |
Profit Factor | 0.3009 | 0.8592 | 0.1622 | 0.9691 | 0.5723 | 1.6278 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 42 | 21 | 21 | 33 | 15 | 18 |
Losing Trades | 32 | 16 | 16 | 41 | 22 | 19 |
Profitability (%) | 56.7568 | 56.7568 | 56.7568 | 44.5946 | 40.5405 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.2293 | 0.6546 | 0.1236 | 1.204 | 0.8393 | 1.7182 |
Largest Winning Trade | 47025 | 47025 | 30521 | 5274245 | 1531997 | 5274245 |
Largest Losing Trade | -575741 | -80082 | -575741 | -5325042 | -5325042 | -1141463 |
Avg Bars in Trades | 288 | 304 | 272 | 288 | 304 | 272 |
Avg Bars in Winners | 157 | 146 | 168 | 292 | 304 | 282 |
Avg Bars in Losers | 460 | 511 | 409 | 285 | 304 | 262 |
Bars Traded | 21355 | 11271 | 10084 | 21355 | 11271 | 10084 |
Profit Streak | 0 | 0 | 0 | 3.1433 | 3.1433 | 154.56 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -648401 | -579896 | -579896 | -650545 | -585464 | 399347 |
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{ "first_band": { "type": "tema", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 109, "offset": 228 } } }
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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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