Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1152727.6982 | -30427.0224 | -1122300.6758 | -631046.4595 | -3811234.3103 | 3180187.8508 |
Total P&L (%) | -1152.7277 | -30.427 | -1122.3007 | -631.0465 | -3811.2343 | 3180.1879 |
Avg Daily Profit (%) | -0.6343 | -0.0167 | -0.6176 | 0 | 0 | 0.1923 |
Buy And Hold Return (%) | 639.4219 | 639.4219 | 639.4219 | 639.4219 | 639.4219 | 639.4219 |
Max Trade Drawdown | -1216646 | -177847 | -1160036 | -9955459 | -7742108 | -2254405 |
Profit Factor | 0.3066 | 0.8982 | 0.177 | 0.9582 | 0.5929 | 1.5559 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 35 | 18 | 17 | 28 | 12 | 16 |
Losing Trades | 24 | 12 | 12 | 31 | 18 | 13 |
Profitability (%) | 59.322 | 60 | 58.6207 | 47.4576 | 40 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.2103 | 0.5988 | 0.1249 | 1.0608 | 0.8894 | 1.2642 |
Largest Winning Trade | 35036 | 35036 | 27237 | 4745774 | 1385859 | 4745774 |
Largest Losing Trade | -569333 | -74177 | -569333 | -6629196 | -6629196 | -1325752 |
Avg Bars in Trades | 178 | 190 | 165 | 178 | 190 | 165 |
Avg Bars in Winners | 86 | 95 | 75 | 167 | 181 | 156 |
Avg Bars in Losers | 312 | 332 | 292 | 187 | 196 | 176 |
Bars Traded | 10506 | 5709 | 4797 | 10506 | 5709 | 4797 |
Profit Streak | 37.2817 | 171.4483 | 0 | 0 | 0 | 162.9483 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758524 | -578174 | -579715 | -759599 | -584714 | 354376 |
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{ "first_band": { "type": "tema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 165, "offset": 1 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 165, "offset": 1 } } }
# | 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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