Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8624595.445 | 207518.7795 | -8832114.2244 | 145698699.1802 | -49669604.5676 | 195368303.7479 |
Total P&L (%) | -8624.5954 | 207.5188 | -8832.1142 | 145698.6992 | -49669.6046 | 195368.3037 |
Avg Daily Profit (%) | -3.8162 | 0.0918 | -3.908 | 0.3229 | 0 | 0.3359 |
Buy And Hold Return (%) | 9552.8798 | 9552.8798 | 9552.8798 | 9552.8798 | 9552.8798 | 9552.8798 |
Max Trade Drawdown | -8852318 | -79104 | -8932704 | -170604049 | -130546069 | -144674182 |
Profit Factor | 0.072 | 2.3705 | 0.0339 | 1.3397 | 0.7764 | 1.9449 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 53 | 27 | 26 | 33 | 18 | 15 |
Losing Trades | 18 | 9 | 9 | 38 | 18 | 20 |
Profitability (%) | 74.6479 | 75 | 74.2857 | 46.4789 | 50 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.0244 | 0.7902 | 0.0117 | 1.5427 | 0.7764 | 2.5932 |
Largest Winning Trade | 66894 | 66894 | 38394 | 240514095 | 45538641 | 240514095 |
Largest Losing Trade | -8818657 | -37905 | -8818657 | -36992509 | -36992509 | -35477744 |
Avg Bars in Trades | 121 | 129 | 114 | 121 | 129 | 114 |
Avg Bars in Winners | 76 | 87 | 64 | 153 | 163 | 141 |
Avg Bars in Losers | 256 | 255 | 257 | 94 | 95 | 93 |
Bars Traded | 8645 | 4655 | 3990 | 8645 | 4655 | 3990 |
Profit Streak | 37.8814 | 122.6314 | 0 | 37.8814 | 122.6314 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668037 | -230220 | -577639 | -81576 | -579821 | 363798 |
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{ "first_band": { "type": "tema", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 83, "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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