Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1509365.7264 | 141871.4778 | -1651237.2042 | 657743.0863 | -18845570.2626 | 19503313.3489 |
Total P&L (%) | -1509.3657 | 141.8715 | -1651.2372 | 657.7431 | -18845.5703 | 19503.3133 |
Avg Daily Profit (%) | -0.7685 | 0.0722 | -0.8408 | 0.1032 | 0 | 0.2691 |
Buy And Hold Return (%) | 1611.3216 | 1611.3216 | 1611.3216 | 1611.3216 | 1611.3216 | 1611.3216 |
Max Trade Drawdown | -1755882 | -105789 | -1795849 | -21847512 | -19170754 | -10585277 |
Profit Factor | 0.3233 | 1.5945 | 0.171 | 1.0162 | 0.0911 | 1.9811 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 46 | 23 | 23 | 42 | 20 | 22 |
Losing Trades | 28 | 14 | 14 | 32 | 17 | 15 |
Profitability (%) | 62.1622 | 62.1622 | 62.1622 | 56.7568 | 54.0541 | 59.4595 |
Ratio Avg Win / Avg Loss | 0.1968 | 0.9705 | 0.1041 | 0.7742 | 0.0774 | 1.3507 |
Largest Winning Trade | 59103 | 59103 | 49590 | 36666489 | 832555 | 36666489 |
Largest Losing Trade | -1520211 | -63299 | -1520211 | -7939396 | -7939396 | -6241305 |
Avg Bars in Trades | 77 | 79 | 74 | 77 | 79 | 74 |
Avg Bars in Winners | 41 | 44 | 38 | 47 | 49 | 45 |
Avg Bars in Losers | 135 | 137 | 133 | 116 | 115 | 117 |
Bars Traded | 5713 | 2948 | 2765 | 5713 | 2948 | 2765 |
Profit Streak | 441.1895 | 441.1895 | 563.8561 | 441.1895 | 441.1895 | 563.8561 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646362 | -259885 | -577861 | -491275 | -579662 | 498490 |
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{ "first_band": { "type": "tema", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 103, "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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