Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901446.7753 | 787915.9647 | 113530.8106 | 2930454.0947 | 5670148.0748 | -2739693.9801 |
Total P&L (%) | 901.4468 | 787.916 | 113.5308 | 2930.4541 | 5670.1481 | -2739.694 |
Avg Daily Profit (%) | 0.3891 | 0.3401 | 0.049 | 0.1474 | 0.1752 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108042 | -102696 | -90245 | -7946044 | -2762832 | -6439400 |
Profit Factor | 2.2872 | 2.9739 | 1.377 | 1.1374 | 1.5893 | 0.766 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 52.809 | 55.5556 | 50 | 52.809 | 55.5556 | 50 |
Ratio Avg Win / Avg Loss | 2.0439 | 2.3792 | 1.377 | 1.0164 | 1.2714 | 0.766 |
Largest Winning Trade | 162140 | 162140 | 83289 | 2707099 | 2707099 | 2000027 |
Largest Losing Trade | -69723 | -43091 | -69723 | -6439400 | -2008600 | -6439400 |
Avg Bars in Trades | 95 | 71 | 120 | 95 | 71 | 120 |
Avg Bars in Winners | 106 | 70 | 148 | 106 | 70 | 148 |
Avg Bars in Losers | 83 | 73 | 92 | 83 | 73 | 92 |
Bars Traded | 8521 | 3225 | 5295 | 8521 | 3225 | 5295 |
Profit Streak | 60.4057 | 60.4057 | 308.6557 | 60.4057 | 60.4057 | 308.6557 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 561119 | 585399 | -125508 | -63732 | 396848 | -579373 |
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{ "first_band": { "type": "dcm", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 181, "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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