Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230826.6266 | 116135.6209 | 114691.0056 | 354371.647 | 247797.7431 | 106573.9039 |
Total P&L (%) | 230.8266 | 116.1356 | 114.691 | 354.3716 | 247.7977 | 106.5739 |
Avg Daily Profit (%) | 0.8864 | 0.446 | 0.4404 | 0.583 | 0.4798 | 0.279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43120 | -29743 | -26344 | -71682 | -37459 | -38490 |
Profit Factor | 1.4483 | 1.4511 | 1.4456 | 1.529 | 1.7482 | 1.3147 |
Total Trades | 571 | 286 | 285 | 571 | 286 | 285 |
Winning Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Losing Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Profitability (%) | 31.6988 | 31.8182 | 31.5789 | 31.6988 | 31.8182 | 31.5789 |
Ratio Avg Win / Avg Loss | 3.1207 | 3.1095 | 3.132 | 3.2945 | 3.7461 | 2.8485 |
Largest Winning Trade | 114761 | 114761 | 67139 | 268394 | 268394 | 93945 |
Largest Losing Trade | -5853 | -5205 | -5853 | -29399 | -18494 | -29399 |
Avg Bars in Trades | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Winners | 90 | 94 | 86 | 90 | 94 | 86 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 24873 | 13087 | 11786 | 24873 | 13087 | 11786 |
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 | 338273 | 155371 | 148904 | 286539 | 208826 | 70437 |
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{ "first_band": { "type": "dcm", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 25, "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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