Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2508938.0121 | -62477.828 | -2446460.1841 | -910538.6874 | -19233849.6846 | 18323310.9972 |
Total P&L (%) | -2508.938 | -62.4778 | -2446.4602 | -910.5387 | -19233.8497 | 18323.311 |
Avg Daily Profit (%) | -1.346 | -0.0335 | -1.3125 | 0 | 0 | 0.2802 |
Buy And Hold Return (%) | 7790.7507 | 7790.7507 | 7790.7507 | 7790.7507 | 7790.7507 | 7790.7507 |
Max Trade Drawdown | -2563735 | -157936 | -2474605 | -24547852 | -21123653 | -5135204 |
Profit Factor | 0.1235 | 0.7358 | 0.0684 | 0.9733 | 0.1968 | 2.8002 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 64 | 31 | 33 | 43 | 21 | 22 |
Losing Trades | 22 | 12 | 10 | 43 | 22 | 21 |
Profitability (%) | 74.4186 | 72.093 | 76.7442 | 50 | 48.8372 | 51.1628 |
Ratio Avg Win / Avg Loss | 0.0425 | 0.2848 | 0.0207 | 0.9733 | 0.2062 | 2.6729 |
Largest Winning Trade | 17213 | 17213 | 16364 | 21642644 | 1236439 | 21642644 |
Largest Losing Trade | -1613020 | -62809 | -1613020 | -11114846 | -11114846 | -3585603 |
Avg Bars in Trades | 59 | 56 | 61 | 59 | 56 | 61 |
Avg Bars in Winners | 21 | 24 | 17 | 50 | 46 | 54 |
Avg Bars in Losers | 170 | 140 | 205 | 67 | 66 | 68 |
Bars Traded | 5090 | 2447 | 2643 | 5090 | 2447 | 2643 |
Profit Streak | 0 | 0 | 108.7424 | 97.4091 | 99.0758 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577105 | -577863 | -576302 | -579988 | -580619 | 350166 |
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{ "first_band": { "type": "tema", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 126, "offset": 23 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 126, "offset": 23 } } }
# | 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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