Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301859.4692 | 222673.557 | 79185.9122 | -85258.8243 | -10501.2113 | -74757.613 |
Total P&L (%) | 301.8595 | 222.6736 | 79.1859 | -85.2588 | -10.5012 | -74.7576 |
Avg Daily Profit (%) | 0.204 | 0.1505 | 0.0535 | -0.1293 | -0.0075 | -0.093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96695 | -99344 | -95059 | -79270 | -21640 | -78120 |
Profit Factor | 1.3736 | 1.6354 | 1.1731 | 0.6309 | 0.8728 | 0.4964 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 47.2441 | 45.3125 | 49.2063 | 47.2441 | 45.3125 | 49.2063 |
Ratio Avg Win / Avg Loss | 1.5338 | 1.9738 | 1.2109 | 0.7045 | 1.0534 | 0.5124 |
Largest Winning Trade | 107968 | 107968 | 72383 | 20781 | 20781 | 13829 |
Largest Losing Trade | -89097 | -30581 | -89097 | -72063 | -25023 | -72063 |
Avg Bars in Trades | 34 | 23 | 45 | 34 | 23 | 45 |
Avg Bars in Winners | 48 | 26 | 68 | 48 | 26 | 68 |
Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
Bars Traded | 4351 | 1479 | 2872 | 4351 | 1479 | 2872 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308323 | -130709 | -298623 | -581513 | -720114 | -727766 |
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{ "first_band": { "type": "dcm", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 57, "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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