Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552757.9119 | 501585.3146 | 51172.5974 | 83270.0156 | 132577.4265 | -49307.4108 |
Total P&L (%) | 552.7579 | 501.5853 | 51.1726 | 83.27 | 132.5774 | -49.3074 |
Avg Daily Profit (%) | 0.3449 | 0.313 | 0.0319 | 0.0378 | 0.0527 | -0.0424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146881 | -146269 | -124445 | -758218 | -751443 | -331954 |
Profit Factor | 1.7685 | 2.1607 | 1.1782 | 1.0339 | 1.0878 | 0.948 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 52.3438 | 46.875 | 57.8125 | 52.3438 | 46.875 | 57.8125 |
Ratio Avg Win / Avg Loss | 1.6101 | 2.4488 | 0.8598 | 0.9413 | 1.2329 | 0.6918 |
Largest Winning Trade | 471756 | 471756 | 41251 | 604354 | 604354 | 133198 |
Largest Losing Trade | -46722 | -46722 | -42002 | -374432 | -374432 | -331954 |
Avg Bars in Trades | 23 | 31 | 16 | 23 | 31 | 16 |
Avg Bars in Winners | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Losers | 24 | 36 | 10 | 24 | 36 | 10 |
Bars Traded | 3052 | 1998 | 1054 | 3052 | 1998 | 1054 |
Profit Streak | 32.4428 | 0 | 60.9428 | 32.4428 | 0 | 60.9428 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507294 | -127281 | -314586 | -325858 | -386881 | -717691 |
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{ "first_band": { "type": "tema", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 35, "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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