Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1098519.7871 | -8723.037 | -1089796.7501 | -467247.0992 | -4731467.9743 | 4264220.8751 |
Total P&L (%) | -1098.5198 | -8.723 | -1089.7968 | -467.2471 | -4731.468 | 4264.2209 |
Avg Daily Profit (%) | -0.6036 | -0.0048 | -0.5988 | 0 | 0 | 0.2077 |
Buy And Hold Return (%) | 620.1951 | 620.1951 | 620.1951 | 620.1951 | 620.1951 | 620.1951 |
Max Trade Drawdown | -1183434 | -180831 | -1129132 | -8837124 | -6757204 | -2496563 |
Profit Factor | 0.3431 | 0.9714 | 0.2027 | 0.9711 | 0.4667 | 1.5863 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 37 | 19 | 18 | 28 | 14 | 14 |
Losing Trades | 26 | 13 | 13 | 35 | 18 | 17 |
Profitability (%) | 58.7302 | 59.375 | 58.0645 | 44.4444 | 43.75 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.2411 | 0.6647 | 0.1464 | 1.2138 | 0.6001 | 1.9262 |
Largest Winning Trade | 42651 | 40596 | 42651 | 7696024 | 1092460 | 7696024 |
Largest Losing Trade | -524007 | -76791 | -524007 | -6197549 | -6197549 | -2496563 |
Avg Bars in Trades | 84 | 89 | 80 | 84 | 89 | 80 |
Avg Bars in Winners | 41 | 41 | 41 | 88 | 95 | 80 |
Avg Bars in Losers | 146 | 159 | 133 | 82 | 84 | 79 |
Bars Traded | 5348 | 2862 | 2486 | 5348 | 2862 | 2486 |
Profit Streak | 40.7013 | 67.7013 | 40.7013 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729220 | -578625 | -579223 | -732549 | -583240 | 325567 |
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{ "first_band": { "type": "tema", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 73, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 73, "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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