Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1116604.3399 | 3011.2135 | -1119615.5534 | -1632709.4327 | -7321987.1923 | 5689277.7596 |
Total P&L (%) | -1116.6043 | 3.0112 | -1119.6156 | -1632.7094 | -7321.9872 | 5689.2778 |
Avg Daily Profit (%) | -0.6125 | 0.0017 | -0.6142 | 0 | 0 | 0.2229 |
Buy And Hold Return (%) | 756.5574 | 756.5574 | 756.5574 | 756.5574 | 756.5574 | 756.5574 |
Max Trade Drawdown | -1175510 | -164127 | -1145784 | -22706735 | -16800708 | -7529698 |
Profit Factor | 0.3448 | 1.0106 | 0.2118 | 0.9499 | 0.635 | 1.4542 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 53 | 26 | 27 | 40 | 19 | 21 |
Losing Trades | 24 | 13 | 11 | 37 | 20 | 17 |
Profitability (%) | 68.8312 | 66.6667 | 71.0526 | 51.9481 | 48.7179 | 55.2632 |
Ratio Avg Win / Avg Loss | 0.1561 | 0.5053 | 0.0863 | 0.8787 | 0.6684 | 1.1772 |
Largest Winning Trade | 33261 | 28240 | 33261 | 5935811 | 1759289 | 5935811 |
Largest Losing Trade | -543747 | -73438 | -543747 | -13892006 | -13892006 | -4320250 |
Avg Bars in Trades | 91 | 97 | 86 | 91 | 97 | 86 |
Avg Bars in Winners | 43 | 51 | 34 | 86 | 91 | 81 |
Avg Bars in Losers | 200 | 187 | 214 | 98 | 102 | 93 |
Bars Traded | 7083 | 3791 | 3292 | 7083 | 3791 | 3292 |
Profit Streak | 28.0335 | 178.5335 | 28.0335 | 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 | -622871 | -563336 | -577495 | -626803 | -581255 | 358377 |
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{ "first_band": { "type": "tema", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 135, "offset": 4, "a": 0.67524 } } }
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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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