Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1986565.5357 | -9448.6152 | -1977116.9205 | -2345293.2709 | -14132098.5329 | 11786805.262 |
Total P&L (%) | -1986.5655 | -9.4486 | -1977.1169 | -2345.2933 | -14132.0985 | 11786.8053 |
Avg Daily Profit (%) | -1.0665 | -0.0051 | -1.0614 | 0 | 0 | 0.2568 |
Buy And Hold Return (%) | 5129.3435 | 5129.3435 | 5129.3435 | 5129.3435 | 5129.3435 | 5129.3435 |
Max Trade Drawdown | -2049827 | -158763 | -2028656 | -20000458 | -15808952 | -6406285 |
Profit Factor | 0.188 | 0.9597 | 0.1062 | 0.9182 | 0.193 | 2.0559 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 37 | 18 | 19 | 28 | 11 | 17 |
Losing Trades | 21 | 11 | 10 | 30 | 18 | 12 |
Profitability (%) | 63.7931 | 62.069 | 65.5172 | 48.2759 | 37.931 | 58.6207 |
Ratio Avg Win / Avg Loss | 0.1067 | 0.5865 | 0.0559 | 0.9838 | 0.3159 | 1.4512 |
Largest Winning Trade | 63155 | 63155 | 35422 | 13650938 | 1552897 | 13650938 |
Largest Losing Trade | -1206731 | -60449 | -1206731 | -6406397 | -6406397 | -5339023 |
Avg Bars in Trades | 373 | 378 | 368 | 373 | 378 | 368 |
Avg Bars in Winners | 172 | 207 | 139 | 297 | 268 | 316 |
Avg Bars in Losers | 727 | 657 | 804 | 444 | 445 | 443 |
Bars Traded | 21655 | 10962 | 10693 | 21655 | 10962 | 10693 |
Profit Streak | 43.4117 | 71.0783 | 0 | 0 | 0 | 224.995 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757936 | -578710 | -578821 | -760948 | -585526 | 304341 |
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{ "first_band": { "type": "tema", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 211, "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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