Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5755231.2198 | 121734.6344 | -5876965.8542 | -13046264.5063 | 18223391.7191 | -31269656.2255 |
Total P&L (%) | -5755.2312 | 121.7346 | -5876.9659 | -13046.2645 | 18223.3917 | -31269.6562 |
Avg Daily Profit (%) | -2.9304 | 0.062 | -2.9923 | 0 | 0.2657 | 0 |
Buy And Hold Return (%) | 2005.4384 | 2005.4384 | 2005.4384 | 2005.4384 | 2005.4384 | 2005.4384 |
Max Trade Drawdown | -5977416 | -93410 | -5981392 | -95952860 | -50929863 | -51941069 |
Profit Factor | 0.0884 | 1.6337 | 0.0399 | 0.9126 | 1.2402 | 0.5744 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 67 | 35 | 32 | 57 | 29 | 28 |
Losing Trades | 31 | 14 | 17 | 41 | 20 | 21 |
Profitability (%) | 68.3673 | 71.4286 | 65.3061 | 58.1633 | 59.1837 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.0409 | 0.6535 | 0.0212 | 0.6565 | 0.8553 | 0.4308 |
Largest Winning Trade | 34665 | 34665 | 28751 | 42247696 | 42247696 | 13681024 |
Largest Losing Trade | -5943958 | -55248 | -5943958 | -35133923 | -20053803 | -35133923 |
Avg Bars in Trades | 57 | 55 | 59 | 57 | 55 | 59 |
Avg Bars in Winners | 29 | 28 | 30 | 61 | 68 | 53 |
Avg Bars in Losers | 117 | 121 | 113 | 51 | 35 | 67 |
Bars Traded | 5614 | 2704 | 2910 | 5614 | 2704 | 2910 |
Profit Streak | 400.5331 | 0 | 587.8665 | 0 | 583.1998 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577272 | -272750 | -577330 | -579458 | 334371 | -579755 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 23, "offset": 161 } } }
# | 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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