Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388265.5973 | 387413.5329 | 852.0645 | 297311.4744 | 253787.7501 | 43523.7242 |
Total P&L (%) | 388.2656 | 387.4135 | 0.8521 | 297.3115 | 253.7878 | 43.5237 |
Avg Daily Profit (%) | 0.275 | 0.2744 | 0.0006 | 0.0978 | 0.0895 | 0.0256 |
Buy And Hold Return (%) | 55.0127 | 55.0127 | 55.0127 | 55.0127 | 55.0127 | 55.0127 |
Max Trade Drawdown | -135652 | -77873 | -103410 | -422348 | -305793 | -213659 |
Profit Factor | 1.8042 | 2.6833 | 1.0034 | 1.2362 | 1.3493 | 1.0818 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 44.6154 | 39.3939 | 50 | 44.6154 | 39.3939 | 50 |
Ratio Avg Win / Avg Loss | 2.2396 | 4.1282 | 1.0034 | 1.5345 | 2.0758 | 1.0818 |
Largest Winning Trade | 115971 | 115971 | 65742 | 256092 | 256092 | 176007 |
Largest Losing Trade | -42871 | -42871 | -42698 | -223218 | -223218 | -105213 |
Avg Bars in Trades | 122 | 105 | 139 | 122 | 105 | 139 |
Avg Bars in Winners | 173 | 179 | 168 | 173 | 179 | 168 |
Avg Bars in Losers | 81 | 56 | 111 | 81 | 56 | 111 |
Bars Traded | 7942 | 3470 | 4472 | 7942 | 3470 | 4472 |
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 | -126687 | 332153 | -574629 | -201088 | -77755 | -455088 |
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{ "first_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 86, "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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