Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481803.8964 | 340263.7489 | 141540.1475 | 481686.212 | 150943.0586 | 330743.1534 |
Total P&L (%) | 481.8039 | 340.2637 | 141.5401 | 481.6862 | 150.9431 | 330.7432 |
Avg Daily Profit (%) | 0.2493 | 0.176 | 0.0732 | 0.0911 | 0.0476 | 0.0756 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90416 | -99037 | -49469 | -216641 | -220466 | -62958 |
Profit Factor | 2.5257 | 2.6936 | 2.2321 | 1.6788 | 1.2705 | 3.1815 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 62.2951 | 60 | 64.5161 | 62.2951 | 60 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.5287 | 1.7957 | 1.2277 | 1.0161 | 0.847 | 1.7498 |
Largest Winning Trade | 168289 | 168289 | 41435 | 342909 | 342909 | 117966 |
Largest Losing Trade | -87173 | -87173 | -35114 | -215612 | -215612 | -44882 |
Avg Bars in Trades | 55 | 81 | 30 | 55 | 81 | 30 |
Avg Bars in Winners | 51 | 65 | 40 | 51 | 65 | 40 |
Avg Bars in Losers | 62 | 107 | 14 | 62 | 107 | 14 |
Bars Traded | 3411 | 2454 | 957 | 3411 | 2454 | 957 |
Profit Streak | 59.5811 | 0 | 428.0811 | 59.5811 | 0 | 428.0811 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150988 | 496933 | -88857 | -233074 | -129841 | -82777 |
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{ "first_band": { "type": "tema", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "dcm", "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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