Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1087409.8397 | 1128194.8385 | -40784.9989 | 324381.2694 | 865642.8326 | -541261.5632 |
Total P&L (%) | 1087.4098 | 1128.1948 | -40.785 | 324.3813 | 865.6428 | -541.2616 |
Avg Daily Profit (%) | 0.5995 | 0.622 | -0.0225 | 0.0797 | 0.1251 | 0 |
Buy And Hold Return (%) | 516.4595 | 516.4595 | 516.4595 | 516.4595 | 516.4595 | 516.4595 |
Max Trade Drawdown | -172509 | -81331 | -129904 | -794541 | -478221 | -626123 |
Profit Factor | 2.6735 | 4.9844 | 0.8888 | 1.117 | 1.7384 | 0.6619 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 35.443 | 38.4615 | 32.5 | 35.443 | 38.4615 | 32.5 |
Ratio Avg Win / Avg Loss | 4.8697 | 7.9751 | 1.8459 | 2.0345 | 2.7814 | 1.3748 |
Largest Winning Trade | 691524 | 691524 | 73416 | 521059 | 521059 | 286571 |
Largest Losing Trade | -40253 | -31944 | -40253 | -231108 | -203292 | -231108 |
Avg Bars in Trades | 90 | 81 | 98 | 90 | 81 | 98 |
Avg Bars in Winners | 173 | 143 | 206 | 173 | 143 | 206 |
Avg Bars in Losers | 44 | 41 | 47 | 44 | 41 | 47 |
Bars Traded | 7121 | 3166 | 3956 | 7121 | 3166 | 3956 |
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 | -26571 | 334898 | -584777 | -379982 | -35806 | -585888 |
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{ "first_band": { "type": "dcm", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 63, "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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