Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1044754.1277 | 888113.7549 | 156640.3728 | 12340409.902 | 11356080.6575 | 984329.2445 |
Total P&L (%) | 1044.7541 | 888.1138 | 156.6404 | 12340.4099 | 11356.0807 | 984.3292 |
Avg Daily Profit (%) | 0.4598 | 0.3909 | 0.0689 | 0.2125 | 0.2089 | 0.105 |
Buy And Hold Return (%) | 144.6262 | 144.6262 | 144.6262 | 144.6262 | 144.6262 | 144.6262 |
Max Trade Drawdown | -120291 | -92463 | -109029 | -12701351 | -6796005 | -7996161 |
Profit Factor | 2.2177 | 3.0151 | 1.3754 | 1.2308 | 1.4253 | 1.0368 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 48.6301 | 46.5753 | 50.6849 | 48.6301 | 46.5753 | 50.6849 |
Ratio Avg Win / Avg Loss | 2.3426 | 3.4585 | 1.3382 | 1.3001 | 1.635 | 1.0087 |
Largest Winning Trade | 261018 | 261018 | 51192 | 7741883 | 7741883 | 3032141 |
Largest Losing Trade | -48079 | -43099 | -48079 | -4253067 | -3968360 | -4253067 |
Avg Bars in Trades | 59 | 44 | 74 | 59 | 44 | 74 |
Avg Bars in Winners | 78 | 49 | 104 | 78 | 49 | 104 |
Avg Bars in Losers | 41 | 39 | 43 | 41 | 39 | 43 |
Bars Traded | 8638 | 3227 | 5411 | 8638 | 3227 | 5411 |
Profit Streak | 18.5101 | 0 | 332.2601 | 18.5101 | 0 | 332.2601 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536191 | -58434 | -310785 | 295966 | -63215 | -303168 |
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{ "first_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 115, "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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