Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134907.6408 | 69588.1642 | 65319.4766 | 125942.0431 | 69840.4046 | 56101.6385 |
Total P&L (%) | 134.9076 | 69.5882 | 65.3195 | 125.942 | 69.8404 | 56.1016 |
Avg Daily Profit (%) | 0.518 | 0.2672 | 0.2508 | 0.3135 | 0.2036 | 0.1712 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61397 | -40685 | -33608 | -72471 | -48363 | -39385 |
Profit Factor | 1.3277 | 1.3505 | 1.3065 | 1.2394 | 1.2788 | 1.2036 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Losing Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Profitability (%) | 44.5415 | 44.7368 | 44.3478 | 44.5415 | 44.7368 | 44.3478 |
Ratio Avg Win / Avg Loss | 1.6531 | 1.6682 | 1.6395 | 1.5432 | 1.5797 | 1.5104 |
Largest Winning Trade | 63153 | 63153 | 21760 | 83455 | 83455 | 36581 |
Largest Losing Trade | -13592 | -12278 | -13592 | -24634 | -16022 | -24634 |
Avg Bars in Trades | 107 | 101 | 113 | 107 | 101 | 113 |
Avg Bars in Winners | 157 | 142 | 171 | 157 | 142 | 171 |
Avg Bars in Losers | 68 | 68 | 67 | 68 | 68 | 67 |
Bars Traded | 24714 | 11619 | 13095 | 24714 | 11619 | 13095 |
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 | 337816 | 215212 | 184900 | 255448 | 180474 | 115622 |
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{ "first_band": { "type": "dcm", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 137, "offset": 0 } } }
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# | 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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