Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1807743.3362 | -168159.609 | -1639583.7272 | -86363.8562 | 3023234.6906 | -3109598.5468 |
Total P&L (%) | -1807.7433 | -168.1596 | -1639.5837 | -86.3639 | 3023.2347 | -3109.5985 |
Avg Daily Profit (%) | -0.9627 | -0.0896 | -0.8732 | -0.1061 | 0.1834 | 0 |
Buy And Hold Return (%) | 472.3013 | 472.3013 | 472.3013 | 472.3013 | 472.3013 | 472.3013 |
Max Trade Drawdown | -1953765 | -256991 | -1698932 | -2990830 | -492514 | -3548301 |
Profit Factor | 0.182 | 0.5365 | 0.1123 | 0.9848 | 5.5777 | 0.3784 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 46 | 19 | 27 | 40 | 26 | 14 |
Losing Trades | 27 | 18 | 9 | 33 | 11 | 22 |
Profitability (%) | 63.0137 | 51.3514 | 75 | 54.7945 | 70.2703 | 38.8889 |
Ratio Avg Win / Avg Loss | 0.1068 | 0.5082 | 0.0374 | 0.8124 | 2.3598 | 0.5947 |
Largest Winning Trade | 25522 | 25522 | 20923 | 1287861 | 1097012 | 1287861 |
Largest Losing Trade | -920730 | -54119 | -920730 | -2345323 | -490495 | -2345323 |
Avg Bars in Trades | 100 | 116 | 85 | 100 | 116 | 85 |
Avg Bars in Winners | 43 | 39 | 45 | 126 | 129 | 120 |
Avg Bars in Losers | 199 | 196 | 204 | 70 | 84 | 63 |
Bars Traded | 7367 | 4294 | 3073 | 7367 | 4294 | 3073 |
Profit Streak | 50.7181 | 175.4681 | 50.7181 | 50.7181 | 175.4681 | 50.7181 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -653542 | -579158 | -576549 | -654608 | 712348 | -584111 |
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{ "first_band": { "type": "tema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 39, "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) |
---|