Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281030.4291 | 344979.999 | -63949.5699 | -30748.5958 | 29489.567 | -60238.1627 |
Total P&L (%) | 281.0304 | 344.98 | -63.9496 | -30.7486 | 29.4896 | -60.2382 |
Avg Daily Profit (%) | 0.1991 | 0.2444 | -0.0453 | -0.026 | 0.0183 | -0.0653 |
Buy And Hold Return (%) | 59.786 | 59.786 | 59.786 | 59.786 | 59.786 | 59.786 |
Max Trade Drawdown | -128011 | -98439 | -141606 | -84749 | -79782 | -71947 |
Profit Factor | 1.2573 | 1.7089 | 0.8944 | 0.9473 | 1.1048 | 0.8004 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Losing Trades | 136 | 64 | 72 | 136 | 64 | 72 |
Profitability (%) | 45.6 | 48.8 | 42.4 | 45.6 | 48.8 | 42.4 |
Ratio Avg Win / Avg Loss | 1.5 | 1.7929 | 1.215 | 1.1301 | 1.1592 | 1.0873 |
Largest Winning Trade | 92775 | 92775 | 57922 | 45185 | 45185 | 28790 |
Largest Losing Trade | -54036 | -40854 | -54036 | -28520 | -27315 | -28520 |
Avg Bars in Trades | 65 | 55 | 75 | 65 | 55 | 75 |
Avg Bars in Winners | 72 | 55 | 91 | 72 | 55 | 91 |
Avg Bars in Losers | 60 | 55 | 64 | 60 | 55 | 64 |
Bars Traded | 16437 | 6968 | 9469 | 16437 | 6968 | 9469 |
Profit Streak | 0 | 0 | 497.9665 | 0 | 0 | 497.9665 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 195627 | 350297 | -581704 | -579514 | -440071 | -581704 |
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{ "first_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 229, "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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