Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1905230.4371 | 9821.7481 | -1915052.1852 | 54193.8418 | -4222762.8749 | 4276956.7166 |
Total P&L (%) | -1905.2304 | 9.8217 | -1915.0522 | 54.1938 | -4222.7629 | 4276.9567 |
Avg Daily Profit (%) | -0.9706 | 0.005 | -0.9756 | 0.0221 | 0 | 0.1927 |
Buy And Hold Return (%) | 1386.0948 | 1386.0948 | 1386.0948 | 1386.0948 | 1386.0948 | 1386.0948 |
Max Trade Drawdown | -2053490 | -113906 | -2010544 | -4559026 | -4355390 | -2114663 |
Profit Factor | 0.2458 | 1.032 | 0.1369 | 1.0051 | 0.1973 | 1.7983 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 61 | 30 | 31 | 57 | 27 | 30 |
Losing Trades | 33 | 17 | 16 | 37 | 20 | 17 |
Profitability (%) | 64.8936 | 63.8298 | 65.9574 | 60.6383 | 57.4468 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.133 | 0.5848 | 0.0706 | 0.6524 | 0.1462 | 1.019 |
Largest Winning Trade | 35289 | 35289 | 30976 | 8360193 | 225618 | 8360193 |
Largest Losing Trade | -1635637 | -59577 | -1635637 | -1603781 | -1603781 | -1405049 |
Avg Bars in Trades | 121 | 125 | 117 | 121 | 125 | 117 |
Avg Bars in Winners | 52 | 55 | 49 | 58 | 58 | 58 |
Avg Bars in Losers | 249 | 250 | 248 | 218 | 216 | 221 |
Bars Traded | 11420 | 5914 | 5506 | 11420 | 5914 | 5506 |
Profit Streak | 439.9325 | 439.9325 | 560.0992 | 439.9325 | 439.9325 | 560.0992 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576980 | -536495 | -577260 | -542778 | -579146 | 377357 |
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{ "first_band": { "type": "tema", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 178, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 178, "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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