Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 957093.6584 | 882486.3886 | 74607.2698 | 2945922.677 | 1985677.559 | 960245.118 |
Total P&L (%) | 957.0937 | 882.4864 | 74.6073 | 2945.9227 | 1985.6776 | 960.2451 |
Avg Daily Profit (%) | 0.423 | 0.39 | 0.033 | 0.1511 | 0.1343 | 0.1044 |
Buy And Hold Return (%) | 257.0707 | 257.0707 | 257.0707 | 257.0707 | 257.0707 | 257.0707 |
Max Trade Drawdown | -192113 | -81555 | -194810 | -1827405 | -956400 | -1292906 |
Profit Factor | 2.148 | 3.2471 | 1.1692 | 1.3723 | 1.4928 | 1.2472 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 50.4202 | 46.6667 | 54.2373 | 50.4202 | 46.6667 | 54.2373 |
Ratio Avg Win / Avg Loss | 2.1122 | 3.711 | 0.9865 | 1.3494 | 1.7061 | 1.0524 |
Largest Winning Trade | 326342 | 326342 | 49666 | 1029214 | 1029214 | 924308 |
Largest Losing Trade | -56318 | -40667 | -56318 | -684176 | -559947 | -684176 |
Avg Bars in Trades | 107 | 82 | 133 | 107 | 82 | 133 |
Avg Bars in Winners | 133 | 95 | 167 | 133 | 95 | 167 |
Avg Bars in Losers | 81 | 71 | 92 | 81 | 71 | 92 |
Bars Traded | 12828 | 4970 | 7857 | 12828 | 4970 | 7857 |
Profit Streak | 0 | 0 | 324.7362 | 0 | 0 | 324.7362 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429529 | -157334 | -525467 | 306568 | -181370 | -230625 |
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{ "first_band": { "type": "dcm", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 154, "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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