Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2495323.5838 | 5462.5239 | -2500786.1077 | -2750651.9324 | -25769864.0308 | 23019212.0984 |
Total P&L (%) | -2495.3236 | 5.4625 | -2500.7861 | -2750.6519 | -25769.864 | 23019.2121 |
Avg Daily Profit (%) | -1.321 | 0.0029 | -1.3239 | 0 | 0 | 0.2886 |
Buy And Hold Return (%) | 7510.627 | 7510.627 | 7510.627 | 7510.627 | 7510.627 | 7510.627 |
Max Trade Drawdown | -2586472 | -150665 | -2560055 | -38022409 | -29228817 | -13909775 |
Profit Factor | 0.1925 | 1.019 | 0.1079 | 0.9626 | 0.3516 | 1.6811 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 143 | 70 | 73 | 93 | 41 | 52 |
Losing Trades | 38 | 20 | 18 | 88 | 49 | 39 |
Profitability (%) | 79.0055 | 77.7778 | 80.2198 | 51.3812 | 45.5556 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.0511 | 0.2912 | 0.0266 | 0.9108 | 0.4202 | 1.2608 |
Largest Winning Trade | 23253 | 23253 | 15329 | 38211857 | 2068528 | 38211857 |
Largest Losing Trade | -1801299 | -58601 | -1801299 | -11389597 | -11389597 | -9711497 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 5 | 6 | 5 | 16 | 13 | 18 |
Avg Bars in Losers | 72 | 61 | 85 | 23 | 23 | 24 |
Bars Traded | 3597 | 1682 | 1915 | 3597 | 1682 | 1915 |
Profit Streak | 18.6558 | 104.1558 | 18.6558 | 0 | 0 | 0 |
Trades During Streak | 2 | 7 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574726 | -550630 | -576061 | -579373 | -582542 | 313473 |
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{ "first_band": { "type": "tema", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 118, "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) |
---|