Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -9884122.2163 | 182946.3619 | -10067068.5783 | 133335853.7144 | -196902867.1161 | 330238720.8306 |
Total P&L (%) | -9884.1222 | 182.9464 | -10067.0686 | 133335.8537 | -196902.8671 | 330238.7208 |
Avg Daily Profit (%) | -4.3514 | 0.0805 | -4.4319 | 0.3173 | 0 | 0.3573 |
Buy And Hold Return (%) | 9827.6702 | 9827.6702 | 9827.6702 | 9827.6702 | 9827.6702 | 9827.6702 |
Max Trade Drawdown | -10094045 | -74181 | -10119802 | -340693597 | -252876797 | -219417223 |
Profit Factor | 0.0577 | 2.1918 | 0.026 | 1.2123 | 0.4788 | 2.32 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 47 | 25 | 22 | 23 | 12 | 11 |
Losing Trades | 14 | 6 | 8 | 38 | 19 | 19 |
Profitability (%) | 77.0492 | 80.6452 | 73.3333 | 37.7049 | 38.7097 | 36.6667 |
Ratio Avg Win / Avg Loss | 0.0172 | 0.526 | 0.0095 | 2.003 | 0.7581 | 4.0073 |
Largest Winning Trade | 61889 | 61889 | 36648 | 361572006 | 69913716 | 361572006 |
Largest Losing Trade | -10093665 | -39619 | -10093665 | -53661146 | -53661146 | -44484304 |
Avg Bars in Trades | 139 | 147 | 130 | 139 | 147 | 130 |
Avg Bars in Winners | 83 | 90 | 74 | 213 | 250 | 173 |
Avg Bars in Losers | 329 | 386 | 286 | 94 | 83 | 106 |
Bars Traded | 8511 | 4586 | 3925 | 8511 | 4586 | 3925 |
Profit Streak | 134.4931 | 134.4931 | 237.9931 | 134.4931 | 134.4931 | 496.2431 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -742311 | -245324 | -577210 | -160399 | -584639 | 356544 |
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{ "first_band": { "type": "tema", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 106, "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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