Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378908.539 | 295305.5862 | 83602.9528 | 497899.6649 | 474077.0135 | 23822.6514 |
Total P&L (%) | 378.9085 | 295.3056 | 83.603 | 497.8997 | 474.077 | 23.8227 |
Avg Daily Profit (%) | 0.3638 | 0.2835 | 0.0803 | 0.1718 | 0.1679 | 0.0205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127686 | -94498 | -53177 | -1122221 | -861275 | -337335 |
Profit Factor | 1.6557 | 1.8787 | 1.3458 | 1.1758 | 1.2673 | 1.0225 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 115 | 62 | 53 | 115 | 62 | 53 |
Profitability (%) | 38.8298 | 34.0426 | 43.617 | 38.8298 | 34.0426 | 43.617 |
Ratio Avg Win / Avg Loss | 2.6083 | 3.64 | 1.7397 | 1.8523 | 2.4554 | 1.3218 |
Largest Winning Trade | 213628 | 213628 | 23498 | 972239 | 972239 | 101164 |
Largest Losing Trade | -17847 | -15646 | -17847 | -167244 | -167244 | -150527 |
Avg Bars in Trades | 130 | 128 | 133 | 130 | 128 | 133 |
Avg Bars in Winners | 228 | 249 | 213 | 228 | 249 | 213 |
Avg Bars in Losers | 68 | 65 | 71 | 68 | 65 | 71 |
Bars Traded | 24610 | 12063 | 12546 | 24610 | 12063 | 12546 |
Profit Streak | 0 | 0 | 5.5567 | 0 | 0 | 5.5567 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316694 | 194113 | -86395 | -22031 | 65994 | -367653 |
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{ "first_band": { "type": "dcm", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 96, "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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