Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221271.2697 | 272160.8234 | -50889.5537 | -75949.8083 | 623886.4353 | -699836.2436 |
Total P&L (%) | 221.2713 | 272.1608 | -50.8896 | -75.9498 | 623.8864 | -699.8362 |
Avg Daily Profit (%) | 0.1368 | 0.1682 | -0.0315 | -0.088 | 0.1224 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223904 | -158629 | -241322 | -894808 | -254592 | -852260 |
Profit Factor | 1.1644 | 1.417 | 0.9266 | 0.9629 | 1.735 | 0.4165 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 121 | 65 | 56 | 121 | 65 | 56 |
Losing Trades | 146 | 69 | 77 | 146 | 69 | 77 |
Profitability (%) | 45.3184 | 48.5075 | 42.1053 | 45.3184 | 48.5075 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.405 | 1.5042 | 1.2741 | 1.1619 | 1.8418 | 0.5727 |
Largest Winning Trade | 119680 | 119680 | 59883 | 457218 | 457218 | 52763 |
Largest Losing Trade | -49404 | -32752 | -49404 | -358513 | -162225 | -358513 |
Avg Bars in Trades | 71 | 57 | 85 | 71 | 57 | 85 |
Avg Bars in Winners | 82 | 57 | 112 | 82 | 57 | 112 |
Avg Bars in Losers | 61 | 57 | 65 | 61 | 57 | 65 |
Bars Traded | 19028 | 7719 | 11309 | 19028 | 7719 | 11309 |
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 | -50594 | 305290 | -582382 | -579535 | -26660 | -584049 |
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{ "first_band": { "type": "dcm", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 228, "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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