Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176525.6819 | 124810.2928 | 51715.3891 | 142309.2841 | 132005.122 | 10304.1621 |
Total P&L (%) | 176.5257 | 124.8103 | 51.7154 | 142.3093 | 132.0051 | 10.3042 |
Avg Daily Profit (%) | 0.3389 | 0.2396 | 0.0993 | 0.1701 | 0.1617 | 0.0188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101726 | -64156 | -56255 | -116096 | -31825 | -107058 |
Profit Factor | 1.3429 | 1.4989 | 1.1954 | 1.2907 | 1.6764 | 1.035 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 150 | 76 | 74 | 150 | 76 | 74 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 73.8916 | 75.2475 | 72.549 | 73.8916 | 75.2475 | 72.549 |
Ratio Avg Win / Avg Loss | 0.4745 | 0.4931 | 0.4523 | 0.4561 | 0.5515 | 0.3916 |
Largest Winning Trade | 13308 | 13308 | 13168 | 17887 | 17887 | 17803 |
Largest Losing Trade | -51349 | -27698 | -51349 | -93659 | -28472 | -93659 |
Avg Bars in Trades | 119 | 118 | 120 | 119 | 118 | 120 |
Avg Bars in Winners | 76 | 76 | 77 | 76 | 76 | 77 |
Avg Bars in Losers | 241 | 248 | 234 | 241 | 248 | 234 |
Bars Traded | 24270 | 12003 | 12267 | 24270 | 12003 | 12267 |
Profit Streak | 11.8181 | 23.0472 | 11.8181 | 11.8181 | 23.0472 | 11.8181 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437997 | 424691 | -65873 | 374562 | 428267 | -504720 |
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{ "first_band": { "type": "tema", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 240, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 240, "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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