Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1643847.5454 | 1522012.5735 | 121834.9719 | 13995370.305 | 11266155.0405 | 2729215.2645 |
Total P&L (%) | 1643.8475 | 1522.0126 | 121.835 | 13995.3703 | 11266.155 | 2729.2153 |
Avg Daily Profit (%) | 0.9055 | 0.8384 | 0.0671 | 0.273 | 0.2611 | 0.1843 |
Buy And Hold Return (%) | 595.7544 | 595.7544 | 595.7544 | 595.7544 | 595.7544 | 595.7544 |
Max Trade Drawdown | -108056 | -64167 | -77686 | -24249070 | -18520249 | -12341883 |
Profit Factor | 3.1785 | 5.3437 | 1.3014 | 1.1738 | 1.2668 | 1.0713 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Profitability (%) | 31.8919 | 32.6087 | 31.1828 | 31.8919 | 32.6087 | 31.1828 |
Ratio Avg Win / Avg Loss | 6.7881 | 11.0437 | 2.8721 | 2.5068 | 2.618 | 2.3642 |
Largest Winning Trade | 917677 | 917677 | 76585 | 15651412 | 15651412 | 7719696 |
Largest Losing Trade | -25352 | -24001 | -25352 | -4461354 | -4461354 | -3890390 |
Avg Bars in Trades | 116 | 106 | 125 | 116 | 106 | 125 |
Avg Bars in Winners | 259 | 230 | 289 | 259 | 230 | 289 |
Avg Bars in Losers | 49 | 47 | 51 | 49 | 47 | 51 |
Bars Traded | 21523 | 9821 | 11702 | 21523 | 9821 | 11702 |
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 | 357614 | 384035 | -275522 | -25611 | 89272 | -142412 |
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{ "first_band": { "type": "dcm", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 45, "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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