Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309058.5691 | 328993.6274 | -19935.0584 | 25353.3029 | 83116.5292 | -57763.2263 |
Total P&L (%) | 309.0586 | 328.9936 | -19.9351 | 25.3533 | 83.1165 | -57.7632 |
Avg Daily Profit (%) | 0.2967 | 0.3158 | -0.0191 | 0.0217 | 0.0581 | -0.0827 |
Buy And Hold Return (%) | 53.3 | 53.3 | 53.3 | 53.3 | 53.3 | 53.3 |
Max Trade Drawdown | -117628 | -92534 | -62636 | -242486 | -207589 | -97319 |
Profit Factor | 1.3696 | 1.5401 | 0.9122 | 1.0209 | 1.0943 | 0.8249 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 166 | 79 | 87 | 166 | 79 | 87 |
Losing Trades | 145 | 76 | 69 | 145 | 76 | 69 |
Profitability (%) | 53.3762 | 50.9677 | 55.7692 | 53.3762 | 50.9677 | 55.7692 |
Ratio Avg Win / Avg Loss | 1.1963 | 1.4817 | 0.7235 | 0.8918 | 1.0528 | 0.6542 |
Largest Winning Trade | 259889 | 259889 | 9684 | 195728 | 195728 | 26688 |
Largest Losing Trade | -37283 | -37283 | -12570 | -117340 | -117340 | -28704 |
Avg Bars in Trades | 78 | 142 | 14 | 78 | 142 | 14 |
Avg Bars in Winners | 81 | 155 | 14 | 81 | 155 | 14 |
Avg Bars in Losers | 74 | 129 | 14 | 74 | 129 | 14 |
Bars Traded | 24318 | 22068 | 2250 | 24318 | 22068 | 2250 |
Profit Streak | 25.954 | 25.954 | 26.579 | 25.954 | 25.954 | 26.579 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423415 | 396450 | -578026 | -525212 | -240527 | -578026 |
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{ "first_band": { "type": "dcl", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 152, "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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