Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1101068.3038 | -17416.4166 | -1083651.8872 | -708204.5293 | -3634734.0128 | 2926529.4835 |
Total P&L (%) | -1101.0683 | -17.4164 | -1083.6519 | -708.2045 | -3634.734 | 2926.5295 |
Avg Daily Profit (%) | -0.6056 | -0.0096 | -0.596 | 0 | 0 | 0.1877 |
Buy And Hold Return (%) | 626.1094 | 626.1094 | 626.1094 | 626.1094 | 626.1094 | 626.1094 |
Max Trade Drawdown | -1160716 | -166513 | -1112804 | -9898333 | -7499723 | -2773935 |
Profit Factor | 0.327 | 0.9437 | 0.183 | 0.9527 | 0.6291 | 1.565 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 47 | 24 | 23 | 34 | 15 | 19 |
Losing Trades | 22 | 11 | 11 | 35 | 20 | 15 |
Profitability (%) | 68.1159 | 68.5714 | 67.6471 | 49.2754 | 42.8571 | 55.8824 |
Ratio Avg Win / Avg Loss | 0.153 | 0.4326 | 0.0875 | 0.9807 | 0.8387 | 1.2355 |
Largest Winning Trade | 43842 | 43842 | 21613 | 3328006 | 1250183 | 3328006 |
Largest Losing Trade | -533102 | -74394 | -533102 | -6398988 | -6398988 | -1438189 |
Avg Bars in Trades | 154 | 164 | 143 | 154 | 164 | 143 |
Avg Bars in Winners | 73 | 77 | 69 | 145 | 149 | 142 |
Avg Bars in Losers | 327 | 356 | 299 | 163 | 176 | 145 |
Bars Traded | 10667 | 5774 | 4893 | 10667 | 5774 | 4893 |
Profit Streak | 22.8627 | 172.696 | 22.8627 | 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 | -682963 | -576997 | -577960 | -687337 | -583565 | 315303 |
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{ "first_band": { "type": "tema", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 114, "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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