Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796162.7407 | 728800.0112 | 67362.7295 | 6397384.1501 | 5873713.5281 | 523670.622 |
Total P&L (%) | 796.1627 | 728.8 | 67.3627 | 6397.3842 | 5873.7135 | 523.6706 |
Avg Daily Profit (%) | 0.4381 | 0.401 | 0.0371 | 0.2299 | 0.2253 | 0.1008 |
Buy And Hold Return (%) | 789.1064 | 789.1064 | 789.1064 | 789.1064 | 789.1064 | 789.1064 |
Max Trade Drawdown | -150603 | -94286 | -120975 | -16966309 | -6746188 | -11188204 |
Profit Factor | 1.6757 | 2.1768 | 1.1205 | 1.139 | 1.2392 | 1.0244 |
Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
Winning Trades | 163 | 80 | 83 | 163 | 80 | 83 |
Losing Trades | 166 | 84 | 82 | 166 | 84 | 82 |
Profitability (%) | 49.5441 | 48.7805 | 50.303 | 49.5441 | 48.7805 | 50.303 |
Ratio Avg Win / Avg Loss | 1.7065 | 2.2857 | 1.107 | 1.16 | 1.3012 | 1.012 |
Largest Winning Trade | 125088 | 125088 | 77147 | 5310761 | 5310761 | 3810776 |
Largest Losing Trade | -33505 | -33505 | -32037 | -4459135 | -2468755 | -4459135 |
Avg Bars in Trades | 65 | 60 | 70 | 65 | 60 | 70 |
Avg Bars in Winners | 74 | 66 | 81 | 74 | 66 | 81 |
Avg Bars in Losers | 57 | 55 | 59 | 57 | 55 | 59 |
Bars Traded | 21584 | 9982 | 11602 | 21584 | 9982 | 11602 |
Profit Streak | 0 | 15.3726 | 0 | 0 | 15.3726 | 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 | -148205 | -151467 | -396780 | -57778 | 301647 | -417152 |
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{ "first_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 179, "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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