Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225967.3221 | 103673.3754 | 122293.9466 | 81025.0224 | -32651.8813 | 113676.9037 |
Total P&L (%) | 225.9673 | 103.6734 | 122.2939 | 81.025 | -32.6519 | 113.6769 |
Avg Daily Profit (%) | 0.2033 | 0.0933 | 0.11 | 0.0534 | -0.0356 | 0.0683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84823 | -53013 | -68031 | -150004 | -124194 | -115686 |
Profit Factor | 1.5229 | 1.419 | 1.6619 | 1.103 | 0.9267 | 1.3333 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
Profitability (%) | 47.3684 | 37.5 | 57.4468 | 47.3684 | 37.5 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.6921 | 2.3651 | 1.2311 | 1.2255 | 1.5446 | 0.9876 |
Largest Winning Trade | 123409 | 123409 | 36941 | 75106 | 67088 | 75106 |
Largest Losing Trade | -68031 | -26802 | -68031 | -115686 | -43351 | -115686 |
Avg Bars in Trades | 68 | 67 | 69 | 68 | 67 | 69 |
Avg Bars in Winners | 83 | 81 | 83 | 83 | 81 | 83 |
Avg Bars in Losers | 55 | 59 | 50 | 55 | 59 | 50 |
Bars Traded | 6527 | 3250 | 3277 | 6527 | 3250 | 3277 |
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 | 339711 | -71272 | -42999 | -229595 | -582772 | -102011 |
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{ "first_band": { "type": "dcm", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 99, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 99, "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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