Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2084322.8377 | 133898.5228 | -2218221.3605 | -12489855.9847 | 28669241.4596 | -41159097.4443 |
Total P&L (%) | -2084.3228 | 133.8985 | -2218.2214 | -12489.856 | 28669.2415 | -41159.0974 |
Avg Daily Profit (%) | -0.9223 | 0.0592 | -0.9815 | 0 | 0.2508 | 0 |
Buy And Hold Return (%) | 10171.6904 | 10171.6904 | 10171.6904 | 10171.6904 | 10171.6904 | 10171.6904 |
Max Trade Drawdown | -2177575 | -69417 | -2252437 | -86090640 | -8806408 | -81802128 |
Profit Factor | 0.214 | 1.7711 | 0.1049 | 0.8957 | 2.267 | 0.5762 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 63 | 31 | 32 | 60 | 29 | 31 |
Losing Trades | 21 | 11 | 10 | 24 | 13 | 11 |
Profitability (%) | 75 | 73.8095 | 76.1905 | 71.4286 | 69.0476 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.0713 | 0.6285 | 0.0328 | 0.3583 | 1.0162 | 0.2045 |
Largest Winning Trade | 49700 | 49700 | 29719 | 9640173 | 9155104 | 9640173 |
Largest Losing Trade | -1819432 | -48192 | -1819432 | -47288690 | -6675880 | -47288690 |
Avg Bars in Trades | 50 | 53 | 46 | 50 | 53 | 46 |
Avg Bars in Winners | 25 | 29 | 22 | 30 | 36 | 24 |
Avg Bars in Losers | 122 | 121 | 123 | 99 | 91 | 109 |
Bars Traded | 4203 | 2240 | 1963 | 4203 | 2240 | 1963 |
Profit Streak | 132.6878 | 132.6878 | 246.6878 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576075 | -275309 | -576749 | -577497 | 392998 | -577648 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 42, "offset": 104 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 42, "offset": 104 } } }
# | 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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