Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781779.7769 | 596762.1705 | 185017.6063 | 2976473.3725 | -327086.6419 | 3303560.0145 |
Total P&L (%) | 781.7798 | 596.7622 | 185.0176 | 2976.4734 | -327.0866 | 3303.56 |
Avg Daily Profit (%) | 0.4037 | 0.3082 | 0.0955 | 0.1771 | 0 | 0.1823 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68969 | -70747 | -82946 | -2820107 | -2053780 | -1203776 |
Profit Factor | 2.5319 | 3.5518 | 1.6692 | 1.3623 | 0.9316 | 1.9628 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 49.5727 | 45.7627 | 53.4483 | 49.5727 | 45.7627 | 53.4483 |
Ratio Avg Win / Avg Loss | 2.5755 | 4.2096 | 1.4538 | 1.3858 | 1.1042 | 1.7096 |
Largest Winning Trade | 419512 | 419512 | 51248 | 1568105 | 902158 | 1568105 |
Largest Losing Trade | -60097 | -31334 | -60097 | -853174 | -853174 | -764876 |
Avg Bars in Trades | 63 | 36 | 91 | 63 | 36 | 91 |
Avg Bars in Winners | 97 | 50 | 138 | 97 | 50 | 138 |
Avg Bars in Losers | 30 | 24 | 36 | 30 | 24 | 36 |
Bars Traded | 7453 | 2155 | 5298 | 7453 | 2155 | 5298 |
Profit Streak | 0 | 0 | 26.2125 | 0 | 0 | 26.2125 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530996 | -162633 | -242432 | 304234 | -757439 | -167451 |
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{ "first_band": { "type": "dcu", "factors": { "length": 7, "offset": 78 } }, "second_band": { "type": "tema", "factors": { "length": 207, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 7, "offset": 78 } }, "second_band": { "type": "tema", "factors": { "length": 207, "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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