Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1554062.1751 | 1368559.4622 | 185502.7129 | 9358401.849 | 997705.7523 | 8360696.0967 |
Total P&L (%) | 1554.0622 | 1368.5595 | 185.5027 | 9358.4018 | 997.7058 | 8360.6961 |
Avg Daily Profit (%) | 0.8414 | 0.7409 | 0.1004 | 0.2466 | 0.1298 | 0.2406 |
Buy And Hold Return (%) | 54.9033 | 54.9033 | 54.9033 | 54.9033 | 54.9033 | 54.9033 |
Max Trade Drawdown | -94985 | -69339 | -53139 | -8251391 | -6392529 | -4162179 |
Profit Factor | 3.2361 | 4.8353 | 1.5486 | 1.2173 | 1.044 | 1.4097 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Losing Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Profitability (%) | 55.2326 | 58.1395 | 52.3256 | 55.2326 | 58.1395 | 52.3256 |
Ratio Avg Win / Avg Loss | 2.6229 | 3.4814 | 1.4109 | 0.9866 | 0.7517 | 1.2844 |
Largest Winning Trade | 1150010 | 1150010 | 62608 | 4030854 | 3090627 | 4030854 |
Largest Losing Trade | -42204 | -42204 | -29986 | -3634783 | -1947150 | -3634783 |
Avg Bars in Trades | 127 | 106 | 147 | 127 | 106 | 147 |
Avg Bars in Winners | 144 | 103 | 190 | 144 | 103 | 190 |
Avg Bars in Losers | 105 | 111 | 100 | 105 | 111 | 100 |
Bars Traded | 21889 | 9194 | 12695 | 21889 | 9194 | 12695 |
Profit Streak | 0 | 0 | 44.0114 | 0 | 0 | 44.0114 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 754804 | 758386 | -59539 | 285370 | -192378 | 348118 |
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{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 235, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 235, "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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