Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -482326.3922 | -82495.4257 | -399830.9664 | -97936.8004 | 895888.4377 | -993825.2382 |
Total P&L (%) | -482.3264 | -82.4954 | -399.831 | -97.9368 | 895.8884 | -993.8252 |
Avg Daily Profit (%) | -0.3255 | -0.0557 | -0.2698 | -0.2616 | 0.1552 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -639323 | -182560 | -501028 | -1228232 | -123307 | -1291823 |
Profit Factor | 0.5578 | 0.7604 | 0.4643 | 0.9391 | 4.0878 | 0.2455 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 50 | 21 | 29 | 38 | 19 | 19 |
Losing Trades | 19 | 13 | 6 | 31 | 15 | 16 |
Profitability (%) | 72.4638 | 61.7647 | 82.8571 | 55.0725 | 55.8824 | 54.2857 |
Ratio Avg Win / Avg Loss | 0.212 | 0.4707 | 0.0961 | 0.7661 | 3.2272 | 0.2068 |
Largest Winning Trade | 41149 | 32353 | 41149 | 778489 | 778489 | 230868 |
Largest Losing Trade | -374250 | -75998 | -374250 | -763038 | -123307 | -763038 |
Avg Bars in Trades | 252 | 326 | 180 | 252 | 326 | 180 |
Avg Bars in Winners | 117 | 123 | 113 | 271 | 349 | 194 |
Avg Bars in Losers | 608 | 655 | 506 | 229 | 298 | 164 |
Bars Traded | 17426 | 11111 | 6315 | 17426 | 11111 | 6315 |
Profit Streak | 64.4311 | 85.8477 | 64.4311 | 64.4311 | 85.8477 | 64.4311 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -682314 | -577906 | -575234 | -684569 | 608041 | -578846 |
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{ "first_band": { "type": "tema", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 153, "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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