Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436403.1348 | 343542.5066 | 92860.6282 | -48725.2483 | 35575.0252 | -84300.2735 |
Total P&L (%) | 436.4031 | 343.5425 | 92.8606 | -48.7252 | 35.575 | -84.3003 |
Avg Daily Profit (%) | 0.2505 | 0.1972 | 0.0533 | -0.0383 | 0.0175 | -0.1062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165397 | -72750 | -98702 | -52474 | -29172 | -32037 |
Profit Factor | 1.4132 | 1.7635 | 1.1532 | 0.8494 | 1.368 | 0.6284 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 119 | 61 | 58 | 119 | 61 | 58 |
Profitability (%) | 47.807 | 46.4912 | 49.1228 | 47.807 | 46.4912 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.5428 | 2.0296 | 1.1943 | 0.9273 | 1.5745 | 0.6508 |
Largest Winning Trade | 102643 | 102643 | 71484 | 21153 | 15415 | 21153 |
Largest Losing Trade | -95393 | -34799 | -95393 | -95393 | -10472 | -95393 |
Avg Bars in Trades | 45 | 33 | 56 | 45 | 33 | 56 |
Avg Bars in Winners | 56 | 38 | 73 | 56 | 38 | 73 |
Avg Bars in Losers | 34 | 28 | 40 | 34 | 28 | 40 |
Bars Traded | 10289 | 3814 | 6475 | 10289 | 3814 | 6475 |
Profit Streak | 0 | 0 | 14.316 | 0 | 0 | 14.316 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370077 | 335721 | -173770 | -580437 | -172126 | -580777 |
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{ "first_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 128, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 128, "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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