Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361175.5527 | 313564.8468 | 47610.7059 | 163677.4932 | -43984.1682 | 207661.6613 |
Total P&L (%) | 361.1756 | 313.5648 | 47.6107 | 163.6775 | -43.9842 | 207.6617 |
Avg Daily Profit (%) | 0.1533 | 0.1331 | 0.0202 | 0.0411 | -0.0246 | 0.0477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169538 | -102515 | -124983 | -1278391 | -931937 | -630453 |
Profit Factor | 1.3096 | 1.469 | 1.0956 | 1.0372 | 0.9833 | 1.1177 |
Total Trades | 287 | 144 | 143 | 287 | 144 | 143 |
Winning Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Losing Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Profitability (%) | 44.9477 | 45.1389 | 44.7552 | 44.9477 | 45.1389 | 44.7552 |
Ratio Avg Win / Avg Loss | 1.604 | 1.7855 | 1.3524 | 1.2704 | 1.1951 | 1.3797 |
Largest Winning Trade | 69138 | 65681 | 69138 | 363084 | 363084 | 282969 |
Largest Losing Trade | -36976 | -36976 | -34922 | -319680 | -319680 | -214706 |
Avg Bars in Trades | 24 | 21 | 26 | 24 | 21 | 26 |
Avg Bars in Winners | 31 | 27 | 36 | 31 | 27 | 36 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 6913 | 3151 | 3762 | 6913 | 3151 | 3762 |
Profit Streak | 24.3124 | 24.3124 | 29.3124 | 24.3124 | 24.3124 | 29.3124 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335461 | -14414 | -283698 | -316701 | -580352 | -221152 |
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{ "first_band": { "type": "dcm", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 80, "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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