Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12906745.6036 | 12926584.9504 | -19839.3468 | 5475544.6813 | 4110018.7971 | 1365525.8842 |
Total P&L (%) | 12906.7456 | 12926.585 | -19.8393 | 5475.5447 | 4110.0188 | 1365.5259 |
Avg Daily Profit (%) | 5.6833 | 5.692 | -0.0087 | 0.1772 | 0.1648 | 0.1183 |
Buy And Hold Return (%) | 7952.9332 | 7952.9332 | 7952.9332 | 7952.9332 | 7952.9332 | 7952.9332 |
Max Trade Drawdown | -128190 | -117088 | -71887 | -16970281 | -13633157 | -6095251 |
Profit Factor | 21.0872 | 31.7743 | 0.9108 | 1.1193 | 1.1289 | 1.0975 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 80 | 34 | 46 | 80 | 34 | 46 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 50.9554 | 43.5897 | 58.2278 | 50.9554 | 43.5897 | 58.2278 |
Ratio Avg Win / Avg Loss | 20.2964 | 41.1197 | 0.6534 | 1.0773 | 1.4609 | 0.7873 |
Largest Winning Trade | 12764739 | 12764739 | 20296 | 11151395 | 11151395 | 2260026 |
Largest Losing Trade | -46261 | -46261 | -21469 | -5047636 | -5047636 | -2072698 |
Avg Bars in Trades | 81 | 144 | 20 | 81 | 144 | 20 |
Avg Bars in Winners | 73 | 148 | 18 | 73 | 148 | 18 |
Avg Bars in Losers | 90 | 140 | 22 | 90 | 140 | 22 |
Bars Traded | 12844 | 11255 | 1589 | 12844 | 11255 | 1589 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 576561 | -21865 | -606113 | -246289 | -273761 | -340730 |
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{ "first_band": { "type": "dcl", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 192, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 192, "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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