Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569086.8052 | 510059.5808 | 59027.2244 | -8612791.1589 | 10445217.1955 | -19058008.3544 |
Total P&L (%) | 569.0868 | 510.0596 | 59.0272 | -8612.7912 | 10445.2172 | -19058.0084 |
Avg Daily Profit (%) | 0.2276 | 0.204 | 0.0236 | 0 | 0.1865 | 0 |
Buy And Hold Return (%) | 870.9252 | 870.9252 | 870.9252 | 870.9252 | 870.9252 | 870.9252 |
Max Trade Drawdown | -145755 | -72652 | -145755 | -23286323 | -4514540 | -22199947 |
Profit Factor | 2.7213 | 6.4198 | 1.2496 | 0.7343 | 2.6708 | 0.2715 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 43 | 23 | 20 | 40 | 22 | 18 |
Losing Trades | 23 | 10 | 13 | 26 | 11 | 15 |
Profitability (%) | 65.1515 | 69.697 | 60.6061 | 60.6061 | 66.6667 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.4556 | 2.7912 | 0.8122 | 0.4773 | 1.3354 | 0.2262 |
Largest Winning Trade | 95518 | 95518 | 47527 | 6146536 | 6146536 | 1469146 |
Largest Losing Trade | -145755 | -49592 | -145755 | -21212462 | -3023705 | -21212462 |
Avg Bars in Trades | 69 | 64 | 74 | 69 | 64 | 74 |
Avg Bars in Winners | 60 | 51 | 71 | 66 | 56 | 78 |
Avg Bars in Losers | 86 | 95 | 79 | 74 | 81 | 69 |
Bars Traded | 4605 | 2142 | 2463 | 4605 | 2142 | 2463 |
Profit Streak | 117.4854 | 117.4854 | 172.4854 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -278571 | -145691 | -326681 | -707902 | 505489 | -580213 |
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{ "first_band": { "type": "tema", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 31, "offset": 157 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 31, "offset": 157 } } }
# | 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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