Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529589.1996 | 412553.3386 | 117035.8611 | 372002.4016 | 251054.4754 | 120947.9262 |
Total P&L (%) | 529.5892 | 412.5533 | 117.0359 | 372.0024 | 251.0545 | 120.9479 |
Avg Daily Profit (%) | 0.2845 | 0.2216 | 0.0629 | 0.0834 | 0.0675 | 0.0426 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165352 | -164821 | -147534 | -2452329 | -2191730 | -655468 |
Profit Factor | 1.7347 | 1.8464 | 1.5015 | 1.0735 | 1.0679 | 1.0884 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 59.1304 | 54.386 | 63.7931 | 59.1304 | 54.386 | 63.7931 |
Ratio Avg Win / Avg Loss | 1.199 | 1.5486 | 0.8522 | 0.742 | 0.8957 | 0.6178 |
Largest Winning Trade | 117704 | 117704 | 25218 | 1171842 | 1171842 | 239144 |
Largest Losing Trade | -58816 | -58816 | -54118 | -1098123 | -1098123 | -323204 |
Avg Bars in Trades | 184 | 330 | 40 | 184 | 330 | 40 |
Avg Bars in Winners | 138 | 253 | 42 | 138 | 253 | 42 |
Avg Bars in Losers | 250 | 421 | 37 | 250 | 421 | 37 |
Bars Traded | 21189 | 18843 | 2346 | 21189 | 18843 | 2346 |
Profit Streak | 38.1675 | 0 | 75.7508 | 38.1675 | 0 | 75.7508 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466965 | -168177 | -286643 | -220966 | -429795 | -438238 |
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{ "first_band": { "type": "dcl", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 160, "offset": 242 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 160, "offset": 242 } } }
# | 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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