Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157874.0878 | 47980.5573 | 109893.5305 | 34174.0367 | -90422.1033 | 124596.14 |
Total P&L (%) | 157.8741 | 47.9806 | 109.8935 | 34.174 | -90.4221 | 124.5961 |
Avg Daily Profit (%) | 0.1552 | 0.0472 | 0.108 | 0.0289 | -0.2303 | 0.0796 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106001 | -75870 | -77142 | -335288 | -233434 | -213856 |
Profit Factor | 1.3588 | 1.2032 | 1.539 | 1.0357 | 0.8282 | 1.2892 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 59.5238 | 52.381 | 66.6667 | 59.5238 | 52.381 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.924 | 1.0938 | 0.7695 | 0.7043 | 0.7529 | 0.6446 |
Largest Winning Trade | 56438 | 48566 | 56438 | 160332 | 72795 | 160332 |
Largest Losing Trade | -41088 | -26052 | -41088 | -128408 | -98366 | -128408 |
Avg Bars in Trades | 68 | 47 | 90 | 68 | 47 | 90 |
Avg Bars in Winners | 62 | 35 | 83 | 62 | 35 | 83 |
Avg Bars in Losers | 78 | 60 | 104 | 78 | 60 | 104 |
Bars Traded | 5794 | 1986 | 3808 | 5794 | 1986 | 3808 |
Profit Streak | 32.0898 | 32.0898 | 44.4231 | 32.0898 | 32.0898 | 44.4231 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331410 | -131050 | -45708 | -336742 | -579885 | -85174 |
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{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 212, "offset": 17 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 212, "offset": 17 } } }
# | 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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