Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1088178.1848 | 1125225.7588 | -37047.5741 | 371728.5757 | 636130.7299 | -264402.1542 |
Total P&L (%) | 1088.1782 | 1125.2258 | -37.0476 | 371.7286 | 636.1307 | -264.4022 |
Avg Daily Profit (%) | 0.5981 | 0.6185 | -0.0204 | 0.0853 | 0.1098 | 0 |
Buy And Hold Return (%) | 591.1765 | 591.1765 | 591.1765 | 591.1765 | 591.1765 | 591.1765 |
Max Trade Drawdown | -176063 | -111109 | -149063 | -486863 | -354077 | -412087 |
Profit Factor | 2.7315 | 4.8387 | 0.8895 | 1.2118 | 1.7637 | 0.7133 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 43.3735 | 46.3415 | 40.4762 | 43.3735 | 46.3415 | 40.4762 |
Ratio Avg Win / Avg Loss | 3.5661 | 5.6027 | 1.3081 | 1.5821 | 2.0422 | 1.049 |
Largest Winning Trade | 661805 | 661805 | 73383 | 466416 | 466416 | 178802 |
Largest Losing Trade | -52119 | -52119 | -50396 | -284027 | -284027 | -190738 |
Avg Bars in Trades | 128 | 113 | 143 | 128 | 113 | 143 |
Avg Bars in Winners | 190 | 162 | 222 | 190 | 162 | 222 |
Avg Bars in Losers | 81 | 71 | 89 | 81 | 71 | 89 |
Bars Traded | 10682 | 4662 | 6020 | 10682 | 4662 | 6020 |
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 | 174490 | 373358 | -582771 | -248049 | -186174 | -582771 |
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{ "first_band": { "type": "dcm", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 134, "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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