Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1086526.6158 | 15230.5926 | -1101757.2084 | -1437504.9331 | -7086466.8089 | 5648961.8758 |
Total P&L (%) | -1086.5266 | 15.2306 | -1101.7572 | -1437.5049 | -7086.4668 | 5648.9619 |
Avg Daily Profit (%) | -0.5995 | 0.0084 | -0.6079 | 0 | 0 | 0.2238 |
Buy And Hold Return (%) | 473.8097 | 473.8097 | 473.8097 | 473.8097 | 473.8097 | 473.8097 |
Max Trade Drawdown | -1151298 | -165253 | -1146749 | -18636274 | -14095264 | -5307024 |
Profit Factor | 0.3543 | 1.0552 | 0.2168 | 0.9471 | 0.5668 | 1.522 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 41 | 22 | 19 | 30 | 14 | 16 |
Losing Trades | 23 | 10 | 13 | 34 | 18 | 16 |
Profitability (%) | 64.0625 | 68.75 | 59.375 | 46.875 | 43.75 | 50 |
Ratio Avg Win / Avg Loss | 0.1988 | 0.4796 | 0.1484 | 1.0734 | 0.7287 | 1.522 |
Largest Winning Trade | 50274 | 50274 | 37411 | 7202407 | 2057117 | 7202407 |
Largest Losing Trade | -583717 | -74808 | -583717 | -12241860 | -12241860 | -3645480 |
Avg Bars in Trades | 165 | 173 | 157 | 165 | 173 | 157 |
Avg Bars in Winners | 86 | 95 | 75 | 161 | 169 | 155 |
Avg Bars in Losers | 306 | 346 | 276 | 168 | 177 | 158 |
Bars Traded | 10586 | 5560 | 5026 | 10586 | 5560 | 5026 |
Profit Streak | 31.997 | 166.3303 | 31.997 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720999 | -505077 | -579054 | -723826 | -583240 | 387380 |
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{ "first_band": { "type": "tema", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 182, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 182, "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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