Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575682.9877 | 410064.4628 | 165618.5248 | 2388760.4245 | 3776756.7803 | -1387996.3557 |
Total P&L (%) | 575.683 | 410.0645 | 165.6185 | 2388.7604 | 3776.7568 | -1387.9964 |
Avg Daily Profit (%) | 0.242 | 0.1724 | 0.0696 | 0.1352 | 0.1539 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76256 | -68410 | -88352 | -4821413 | -1497413 | -4140471 |
Profit Factor | 1.6673 | 2.0301 | 1.3565 | 1.1102 | 1.3694 | 0.8788 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Profitability (%) | 46.4455 | 43.8095 | 49.0566 | 46.4455 | 43.8095 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.9225 | 2.6038 | 1.4086 | 1.2801 | 1.7564 | 0.9126 |
Largest Winning Trade | 116812 | 116812 | 52228 | 3200388 | 3200388 | 1370029 |
Largest Losing Trade | -31740 | -20317 | -31740 | -1195579 | -856714 | -1195579 |
Avg Bars in Trades | 66 | 63 | 68 | 66 | 63 | 68 |
Avg Bars in Winners | 97 | 97 | 96 | 97 | 97 | 96 |
Avg Bars in Losers | 39 | 37 | 42 | 39 | 37 | 42 |
Bars Traded | 13993 | 6697 | 7296 | 13993 | 6697 | 7296 |
Profit Streak | 0 | 25.811 | 0 | 0 | 25.811 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405975 | 327725 | -100186 | -111675 | 256425 | -581416 |
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{ "first_band": { "type": "dcm", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 62, "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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