Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1734383.5366 | 1556268.6044 | 178114.9323 | 6701539.3982 | -1792284.6863 | 8493824.0845 |
Total P&L (%) | 1734.3835 | 1556.2686 | 178.1149 | 6701.5394 | -1792.2847 | 8493.8241 |
Avg Daily Profit (%) | 0.9361 | 0.8399 | 0.0961 | 0.228 | 0 | 0.2407 |
Buy And Hold Return (%) | 51.0567 | 51.0567 | 51.0567 | 51.0567 | 51.0567 | 51.0567 |
Max Trade Drawdown | -128650 | -88685 | -62576 | -10468765 | -7256651 | -3691988 |
Profit Factor | 3.5044 | 5.0001 | 1.5869 | 1.1738 | 0.9231 | 1.5566 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 51.4493 | 47.8261 | 55.0725 | 51.4493 | 47.8261 | 55.0725 |
Ratio Avg Win / Avg Loss | 3.3069 | 5.4546 | 1.2946 | 1.1077 | 1.007 | 1.2698 |
Largest Winning Trade | 1346631 | 1346631 | 61191 | 5184217 | 2356105 | 5184217 |
Largest Losing Trade | -40439 | -40439 | -31499 | -2872976 | -2872976 | -2272864 |
Avg Bars in Trades | 79 | 66 | 92 | 79 | 66 | 92 |
Avg Bars in Winners | 97 | 70 | 122 | 97 | 70 | 122 |
Avg Bars in Losers | 59 | 62 | 56 | 59 | 62 | 56 |
Bars Traded | 10941 | 4560 | 6381 | 10941 | 4560 | 6381 |
Profit Streak | 0 | 0 | 47.5545 | 0 | 0 | 47.5545 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 739278 | -81807 | -165934 | -20521 | -681914 | -90425 |
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{ "first_band": { "type": "dcm", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 125, "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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