Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1168179.1341 | 4537.6544 | -1172716.7885 | -1874333.7749 | -6669035.0064 | 4794701.2314 |
Total P&L (%) | -1168.1791 | 4.5377 | -1172.7168 | -1874.3338 | -6669.035 | 4794.7012 |
Avg Daily Profit (%) | -0.6418 | 0.0025 | -0.6443 | 0 | 0 | 0.214 |
Buy And Hold Return (%) | 675.6578 | 675.6578 | 675.6578 | 675.6578 | 675.6578 | 675.6578 |
Max Trade Drawdown | -1262353 | -174160 | -1218938 | -25850017 | -18442374 | -8577015 |
Profit Factor | 0.3462 | 1.0155 | 0.2147 | 0.9491 | 0.6864 | 1.3082 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 62 | 29 | 33 | 49 | 24 | 25 |
Losing Trades | 29 | 17 | 12 | 42 | 22 | 20 |
Profitability (%) | 68.1319 | 63.0435 | 73.3333 | 53.8462 | 52.1739 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.1619 | 0.5953 | 0.0781 | 0.8135 | 0.6292 | 1.0466 |
Largest Winning Trade | 57883 | 57883 | 24729 | 5894394 | 2417453 | 5894394 |
Largest Losing Trade | -582791 | -74064 | -582791 | -15542224 | -15542224 | -5805582 |
Avg Bars in Trades | 78 | 83 | 73 | 78 | 83 | 73 |
Avg Bars in Winners | 38 | 45 | 31 | 71 | 72 | 70 |
Avg Bars in Losers | 164 | 147 | 188 | 86 | 95 | 77 |
Bars Traded | 7127 | 3833 | 3294 | 7127 | 3833 | 3294 |
Profit Streak | 27.3304 | 158.0804 | 27.3304 | 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 | -576442 | -557291 | -577146 | -580036 | -580422 | 326787 |
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{ "first_band": { "type": "tema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 38, "offset": 204, "std": 1.59161 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 38, "offset": 204, "std": 1.59161 } } }
# | 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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