Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1337488.1251 | -29514.2137 | -1307973.9114 | 477063.429 | -16077936.5045 | 16554999.9334 |
Total P&L (%) | -1337.4881 | -29.5142 | -1307.9739 | 477.0634 | -16077.9365 | 16554.9999 |
Avg Daily Profit (%) | -0.7181 | -0.0158 | -0.7023 | 0.0942 | 0 | 0.275 |
Buy And Hold Return (%) | 64.8949 | 64.8949 | 64.8949 | 64.8949 | 64.8949 | 64.8949 |
Max Trade Drawdown | -1545926 | -238651 | -502340 | -16527204 | -16332235 | -4277022 |
Profit Factor | 0.3205 | 0.9143 | 0.1944 | 1.0162 | 0.2028 | 2.7953 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 44 | 20 | 24 | 42 | 19 | 23 |
Losing Trades | 36 | 20 | 16 | 38 | 21 | 17 |
Profitability (%) | 55 | 50 | 60 | 52.5 | 47.5 | 57.5 |
Ratio Avg Win / Avg Loss | 0.2622 | 0.9143 | 0.1296 | 0.9194 | 0.2241 | 2.0661 |
Largest Winning Trade | 103064 | 103064 | 40107 | 16181278 | 877204 | 16181278 |
Largest Losing Trade | -919824 | -62839 | -919824 | -7536799 | -7536799 | -3019168 |
Avg Bars in Trades | 44 | 54 | 34 | 44 | 54 | 34 |
Avg Bars in Winners | 30 | 32 | 29 | 37 | 36 | 37 |
Avg Bars in Losers | 61 | 75 | 42 | 52 | 70 | 30 |
Bars Traded | 3548 | 2172 | 1376 | 3548 | 2172 | 1376 |
Profit Streak | 48.3011 | 161.3011 | 48.3011 | 48.3011 | 161.3011 | 48.3011 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -602918 | -579367 | -578892 | -294070 | -580339 | 560729 |
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{ "first_band": { "type": "tema", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 54, "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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