Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547301.9837 | 490871.1845 | 56430.7993 | 1411914.3323 | 2487479.575 | -1075565.2427 |
Total P&L (%) | 547.302 | 490.8712 | 56.4308 | 1411.9143 | 2487.4796 | -1075.5652 |
Avg Daily Profit (%) | 0.5254 | 0.4712 | 0.0542 | 0.2611 | 0.3128 | 0 |
Buy And Hold Return (%) | 356.5083 | 356.5083 | 356.5083 | 356.5083 | 356.5083 | 356.5083 |
Max Trade Drawdown | -100055 | -66160 | -52454 | -3182651 | -2087071 | -1577945 |
Profit Factor | 1.883 | 2.5077 | 1.1918 | 1.1797 | 1.6068 | 0.7137 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 115 | 61 | 54 | 115 | 61 | 54 |
Profitability (%) | 45.2381 | 41.9048 | 48.5714 | 45.2381 | 41.9048 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.2795 | 3.4766 | 1.2619 | 1.4281 | 2.2276 | 0.7557 |
Largest Winning Trade | 280926 | 280926 | 34332 | 2255975 | 2255975 | 651766 |
Largest Losing Trade | -30246 | -19957 | -30246 | -994324 | -681116 | -994324 |
Avg Bars in Trades | 117 | 98 | 136 | 117 | 98 | 136 |
Avg Bars in Winners | 145 | 123 | 164 | 145 | 123 | 164 |
Avg Bars in Losers | 93 | 80 | 108 | 93 | 80 | 108 |
Bars Traded | 24633 | 10353 | 14280 | 24633 | 10353 | 14280 |
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 | 131515 | -37227 | -296728 | -17303 | 309796 | -581608 |
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{ "first_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 216, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 216, "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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