Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1325860.7362 | -7593.6023 | -1318267.1339 | -2070130.6157 | -5993578.2617 | 3923447.6459 |
Total P&L (%) | -1325.8607 | -7.5936 | -1318.2671 | -2070.1306 | -5993.5783 | 3923.4476 |
Avg Daily Profit (%) | -0.7305 | -0.0042 | -0.7263 | 0 | 0 | 0.2038 |
Buy And Hold Return (%) | 590.1228 | 590.1228 | 590.1228 | 590.1228 | 590.1228 | 590.1228 |
Max Trade Drawdown | -1453839 | -189693 | -1393371 | -21430507 | -15114192 | -6460303 |
Profit Factor | 0.3725 | 0.98 | 0.2392 | 0.9421 | 0.7003 | 1.2493 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 116 | 63 | 53 | 89 | 42 | 47 |
Losing Trades | 69 | 30 | 39 | 96 | 51 | 45 |
Profitability (%) | 62.7027 | 67.7419 | 57.6087 | 48.1081 | 45.1613 | 51.087 |
Ratio Avg Win / Avg Loss | 0.2216 | 0.4667 | 0.176 | 1.0162 | 0.8504 | 1.1962 |
Largest Winning Trade | 32693 | 32693 | 24818 | 6325354 | 2332500 | 6325354 |
Largest Losing Trade | -770534 | -77107 | -770534 | -12344074 | -12344074 | -3578109 |
Avg Bars in Trades | 29 | 30 | 27 | 29 | 30 | 27 |
Avg Bars in Winners | 14 | 14 | 13 | 27 | 29 | 26 |
Avg Bars in Losers | 53 | 62 | 47 | 30 | 30 | 29 |
Bars Traded | 5365 | 2798 | 2567 | 5365 | 2798 | 2567 |
Profit Streak | 3.825 | 62.825 | 0 | 0 | 0 | 5.4917 |
Trades During Streak | 1 | 7 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578266 | -576916 | -579822 | -578600 | -582965 | 303363 |
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{ "first_band": { "type": "tema", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 69 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 69 } } }
# | 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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