Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434138.3457 | 420007.0646 | 14131.2811 | 233915.3637 | 211900.27 | 22015.0937 |
Total P&L (%) | 434.1383 | 420.0071 | 14.1313 | 233.9154 | 211.9003 | 22.0151 |
Avg Daily Profit (%) | 0.3076 | 0.2976 | 0.01 | 0.0855 | 0.0806 | 0.0141 |
Buy And Hold Return (%) | 51.4469 | 51.4469 | 51.4469 | 51.4469 | 51.4469 | 51.4469 |
Max Trade Drawdown | -216628 | -117895 | -119786 | -382641 | -249926 | -178019 |
Profit Factor | 1.4794 | 1.9582 | 1.0302 | 1.1559 | 1.2748 | 1.0302 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 100 | 57 | 43 | 100 | 57 | 43 |
Losing Trades | 112 | 49 | 63 | 112 | 49 | 63 |
Profitability (%) | 47.1698 | 53.7736 | 40.566 | 47.1698 | 53.7736 | 40.566 |
Ratio Avg Win / Avg Loss | 1.6569 | 1.6834 | 1.5094 | 1.2946 | 1.0958 | 1.5094 |
Largest Winning Trade | 151310 | 151310 | 72484 | 124319 | 90823 | 124319 |
Largest Losing Trade | -46400 | -43208 | -46400 | -124059 | -124059 | -117111 |
Avg Bars in Trades | 78 | 69 | 87 | 78 | 69 | 87 |
Avg Bars in Winners | 82 | 65 | 105 | 82 | 65 | 105 |
Avg Bars in Losers | 75 | 74 | 75 | 75 | 74 | 75 |
Bars Traded | 16670 | 7369 | 9301 | 16670 | 7369 | 9301 |
Profit Streak | 0 | 0 | 498.0715 | 0 | 0 | 498.0715 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390283 | 446116 | -534363 | -129606 | -87268 | -528968 |
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{ "first_band": { "type": "dcm", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 222, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 222, "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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