Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399850.7801 | 216605.9614 | 183244.8188 | 816849.3925 | -460368.5245 | 1277217.917 |
Total P&L (%) | 399.8508 | 216.606 | 183.2448 | 816.8494 | -460.3685 | 1277.2179 |
Avg Daily Profit (%) | 0.2093 | 0.1134 | 0.0959 | 0.1161 | 0 | 0.1374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101388 | -70379 | -97039 | -2606935 | -2366478 | -854742 |
Profit Factor | 1.7125 | 1.7678 | 1.6566 | 1.1123 | 0.8886 | 1.406 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 56.1983 | 53.3333 | 59.0164 | 56.1983 | 53.3333 | 59.0164 |
Ratio Avg Win / Avg Loss | 1.3348 | 1.5469 | 1.1504 | 0.8669 | 0.7775 | 0.9764 |
Largest Winning Trade | 62799 | 62799 | 58904 | 882091 | 586426 | 882091 |
Largest Losing Trade | -39074 | -39074 | -35091 | -1367675 | -1367675 | -565378 |
Avg Bars in Trades | 30 | 38 | 22 | 30 | 38 | 22 |
Avg Bars in Winners | 34 | 40 | 29 | 34 | 40 | 29 |
Avg Bars in Losers | 24 | 35 | 11 | 24 | 35 | 11 |
Bars Traded | 3647 | 2297 | 1350 | 3647 | 2297 | 1350 |
Profit Streak | 0 | 101.6774 | 0 | 0 | 101.6774 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394555 | -206036 | -223093 | -135206 | -748568 | -170350 |
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{ "first_band": { "type": "tema", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 28, "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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