Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1303341.66 | 1308626.5016 | -5284.8417 | 903712.2814 | 1635532.1829 | -731819.9016 |
Total P&L (%) | 1303.3417 | 1308.6265 | -5.2848 | 903.7123 | 1635.5322 | -731.8199 |
Avg Daily Profit (%) | 0.7139 | 0.7168 | -0.0029 | 0.1264 | 0.1564 | 0 |
Buy And Hold Return (%) | 703.6903 | 703.6903 | 703.6903 | 703.6903 | 703.6903 | 703.6903 |
Max Trade Drawdown | -197564 | -135171 | -105396 | -1613461 | -1102696 | -895239 |
Profit Factor | 2.8358 | 4.7096 | 0.9852 | 1.1309 | 1.5038 | 0.8 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 41.573 | 40.9091 | 42.2222 | 41.573 | 40.9091 | 42.2222 |
Ratio Avg Win / Avg Loss | 3.9855 | 6.8027 | 1.3482 | 1.5893 | 2.1722 | 1.0948 |
Largest Winning Trade | 798704 | 798704 | 76623 | 1544724 | 1544724 | 734638 |
Largest Losing Trade | -47695 | -47695 | -33160 | -551268 | -551268 | -389384 |
Avg Bars in Trades | 60 | 54 | 66 | 60 | 54 | 66 |
Avg Bars in Winners | 95 | 79 | 110 | 95 | 79 | 110 |
Avg Bars in Losers | 35 | 36 | 33 | 35 | 36 | 33 |
Bars Traded | 5366 | 2391 | 2975 | 5366 | 2391 | 2975 |
Profit Streak | 0 | 32.7578 | 0 | 0 | 32.7578 | 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 | 249448 | 333943 | -582070 | -179700 | 87929 | -582070 |
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{ "first_band": { "type": "dcm", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 49, "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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