Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1245629.138 | 1222715.3374 | 22913.8006 | 1562503.3723 | 2047720.1341 | -485216.7618 |
Total P&L (%) | 1245.6291 | 1222.7153 | 22.9138 | 1562.5034 | 2047.7201 | -485.2168 |
Avg Daily Profit (%) | 0.685 | 0.6724 | 0.0126 | 0.1547 | 0.1688 | 0 |
Buy And Hold Return (%) | 561.6592 | 561.6592 | 561.6592 | 561.6592 | 561.6592 | 561.6592 |
Max Trade Drawdown | -146804 | -78285 | -101491 | -4950541 | -2840866 | -2336420 |
Profit Factor | 3.0377 | 5.2848 | 1.0703 | 1.148 | 1.3956 | 0.9098 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 37.6344 | 39.1304 | 36.1702 | 37.6344 | 39.1304 | 36.1702 |
Ratio Avg Win / Avg Loss | 5.0339 | 8.2208 | 1.8888 | 1.9024 | 2.1709 | 1.6055 |
Largest Winning Trade | 683167 | 683167 | 76176 | 3023828 | 3023828 | 1342999 |
Largest Losing Trade | -35325 | -27930 | -35325 | -1009390 | -1009390 | -660844 |
Avg Bars in Trades | 76 | 67 | 85 | 76 | 67 | 85 |
Avg Bars in Winners | 139 | 120 | 158 | 139 | 120 | 158 |
Avg Bars in Losers | 38 | 33 | 43 | 38 | 33 | 43 |
Bars Traded | 7123 | 3120 | 4003 | 7123 | 3120 | 4003 |
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 | 287557 | 367791 | -489165 | -56806 | 102947 | -583297 |
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{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 46, "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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