Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1963363.5798 | -120364.1052 | -1842999.4746 | 4630.4289 | 7936898.7965 | -7932268.3676 |
Total P&L (%) | -1963.3636 | -120.3641 | -1842.9995 | 4.6304 | 7936.8988 | -7932.2684 |
Avg Daily Profit (%) | -1.0468 | -0.0642 | -0.9826 | 0.0024 | 0.2341 | 0 |
Buy And Hold Return (%) | 468.5771 | 468.5771 | 468.5771 | 468.5771 | 468.5771 | 468.5771 |
Max Trade Drawdown | -2128806 | -237546 | -1951295 | -7836975 | -1228374 | -8874305 |
Profit Factor | 0.2311 | 0.7013 | 0.143 | 1.0003 | 3.6978 | 0.3768 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 66 | 28 | 38 | 48 | 29 | 19 |
Losing Trades | 31 | 20 | 11 | 49 | 19 | 30 |
Profitability (%) | 68.0412 | 58.3333 | 77.551 | 49.4845 | 60.4167 | 38.7755 |
Ratio Avg Win / Avg Loss | 0.1086 | 0.5009 | 0.0414 | 1.0211 | 2.4227 | 0.5949 |
Largest Winning Trade | 29625 | 29625 | 18256 | 3361404 | 3361404 | 3212010 |
Largest Losing Trade | -1160461 | -63528 | -1160461 | -5959960 | -1228374 | -5959960 |
Avg Bars in Trades | 56 | 63 | 49 | 56 | 63 | 49 |
Avg Bars in Winners | 24 | 22 | 26 | 73 | 78 | 65 |
Avg Bars in Losers | 123 | 120 | 129 | 39 | 39 | 39 |
Bars Traded | 5455 | 3028 | 2427 | 5455 | 3028 | 2427 |
Profit Streak | 63.5344 | 85.2011 | 63.5344 | 63.5344 | 85.2011 | 63.5344 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576291 | -578200 | -575667 | -573898 | 648621 | -583603 |
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{ "first_band": { "type": "tema", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 220, "offset": 0, "poles": 2 } } }
# | 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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