Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1175955.8354 | 1095528.6807 | 80427.1547 | 4629972.9425 | 2270267.4405 | 2359705.502 |
Total P&L (%) | 1175.9558 | 1095.5287 | 80.4272 | 4629.9729 | 2270.2674 | 2359.7055 |
Avg Daily Profit (%) | 0.5215 | 0.4859 | 0.0357 | 0.1712 | 0.1405 | 0.1421 |
Buy And Hold Return (%) | 300.2857 | 300.2857 | 300.2857 | 300.2857 | 300.2857 | 300.2857 |
Max Trade Drawdown | -216988 | -90540 | -212913 | -1479643 | -1020702 | -995122 |
Profit Factor | 2.6095 | 4.177 | 1.2085 | 1.7767 | 1.6541 | 1.9474 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 43.299 | 36.7347 | 50 | 43.299 | 36.7347 | 50 |
Ratio Avg Win / Avg Loss | 3.4173 | 7.1938 | 1.2085 | 2.3266 | 2.8488 | 1.9474 |
Largest Winning Trade | 442505 | 442505 | 57896 | 1382306 | 1271483 | 1382306 |
Largest Losing Trade | -55565 | -41236 | -55565 | -783497 | -783497 | -380890 |
Avg Bars in Trades | 127 | 101 | 153 | 127 | 101 | 153 |
Avg Bars in Winners | 207 | 158 | 243 | 207 | 158 | 243 |
Avg Bars in Losers | 65 | 68 | 62 | 65 | 68 | 62 |
Bars Traded | 12324 | 4978 | 7346 | 12324 | 4978 | 7346 |
Profit Streak | 0 | 0 | 319.8844 | 0 | 0 | 319.8844 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400250 | 362704 | -310066 | 317273 | -6999 | 81240 |
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{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 126, "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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