Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1164025.805 | -5969.478 | -1158056.327 | -1106393.9003 | -6395998.849 | 5289604.9487 |
Total P&L (%) | -1164.0258 | -5.9695 | -1158.0563 | -1106.3939 | -6395.9988 | 5289.6049 |
Avg Daily Profit (%) | -0.6399 | -0.0033 | -0.6366 | 0 | 0 | 0.2194 |
Buy And Hold Return (%) | 608.8729 | 608.8729 | 608.8729 | 608.8729 | 608.8729 | 608.8729 |
Max Trade Drawdown | -1236113 | -185649 | -1193884 | -16324073 | -12485231 | -3929043 |
Profit Factor | 0.3282 | 0.9809 | 0.1848 | 0.9512 | 0.5723 | 1.6866 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 40 | 20 | 20 | 29 | 14 | 15 |
Losing Trades | 25 | 13 | 12 | 36 | 19 | 17 |
Profitability (%) | 61.5385 | 60.6061 | 62.5 | 44.6154 | 42.4242 | 46.875 |
Ratio Avg Win / Avg Loss | 0.2051 | 0.6376 | 0.1109 | 1.1808 | 0.7767 | 1.9115 |
Largest Winning Trade | 42824 | 42824 | 30108 | 5635200 | 1968525 | 5635200 |
Largest Losing Trade | -595413 | -74603 | -595413 | -10946144 | -10946144 | -2672424 |
Avg Bars in Trades | 108 | 113 | 103 | 108 | 113 | 103 |
Avg Bars in Winners | 53 | 52 | 53 | 100 | 107 | 94 |
Avg Bars in Losers | 195 | 206 | 184 | 114 | 117 | 110 |
Bars Traded | 7031 | 3734 | 3297 | 7031 | 3734 | 3297 |
Profit Streak | 39.6496 | 173.3996 | 39.6496 | 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 | -713853 | -578044 | -578642 | -717482 | -583748 | 365460 |
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{ "first_band": { "type": "tema", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 141, "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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