Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2680830.2065 | -29761.1168 | -2651069.0897 | -1769267.273 | -20183505.8692 | 18414238.5963 |
Total P&L (%) | -2680.8302 | -29.7611 | -2651.0691 | -1769.2673 | -20183.5059 | 18414.2386 |
Avg Daily Profit (%) | -1.4333 | -0.0159 | -1.4174 | 0 | 0 | 0.2795 |
Buy And Hold Return (%) | 7632.6933 | 7632.6933 | 7632.6933 | 7632.6933 | 7632.6933 | 7632.6933 |
Max Trade Drawdown | -2781626 | -147306 | -2702719 | -24060789 | -20955241 | -6706049 |
Profit Factor | 0.1354 | 0.8769 | 0.0726 | 0.9535 | 0.1923 | 2.4076 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 72 | 35 | 37 | 49 | 21 | 28 |
Losing Trades | 22 | 12 | 10 | 45 | 26 | 19 |
Profitability (%) | 76.5957 | 74.4681 | 78.7234 | 52.1277 | 44.6809 | 59.5745 |
Ratio Avg Win / Avg Loss | 0.0414 | 0.3007 | 0.0196 | 0.8757 | 0.2381 | 1.6338 |
Largest Winning Trade | 16034 | 16034 | 14936 | 24473066 | 919994 | 24473066 |
Largest Losing Trade | -1866560 | -62948 | -1866560 | -10629539 | -10629539 | -4628767 |
Avg Bars in Trades | 55 | 52 | 57 | 55 | 52 | 57 |
Avg Bars in Winners | 21 | 24 | 18 | 42 | 37 | 46 |
Avg Bars in Losers | 165 | 135 | 201 | 69 | 65 | 74 |
Bars Traded | 5183 | 2483 | 2700 | 5183 | 2483 | 2700 |
Profit Streak | 52.5954 | 163.262 | 0 | 0 | 0 | 103.5954 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576238 | -576113 | -576973 | -580251 | -582765 | 397767 |
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{ "first_band": { "type": "tema", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 157, "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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