Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610036.2803 | 380687.4593 | 229348.821 | 2915024.6252 | 3558520.5198 | -643495.8946 |
Total P&L (%) | 610.0363 | 380.6875 | 229.3488 | 2915.0246 | 3558.5205 | -643.4959 |
Avg Daily Profit (%) | 0.3635 | 0.2269 | 0.1367 | 0.2032 | 0.2147 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123076 | -65859 | -79137 | -7048163 | -3379891 | -4983386 |
Profit Factor | 1.8616 | 2.0752 | 1.6479 | 1.1588 | 1.4376 | 0.937 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Losing Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Profitability (%) | 44.7917 | 45.8333 | 43.75 | 44.7917 | 45.8333 | 43.75 |
Ratio Avg Win / Avg Loss | 2.2945 | 2.4525 | 2.1188 | 1.4283 | 1.699 | 1.2048 |
Largest Winning Trade | 195544 | 195544 | 55466 | 2975555 | 2975555 | 2068134 |
Largest Losing Trade | -33032 | -22528 | -33032 | -2574319 | -1635206 | -2574319 |
Avg Bars in Trades | 103 | 89 | 117 | 103 | 89 | 117 |
Avg Bars in Winners | 146 | 117 | 178 | 146 | 117 | 178 |
Avg Bars in Losers | 67 | 65 | 69 | 67 | 65 | 69 |
Bars Traded | 19826 | 8568 | 11258 | 19826 | 8568 | 11258 |
Profit Streak | 0 | 39.6038 | 0 | 0 | 39.6038 | 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 | 430142 | 375294 | -10183 | -38760 | 317829 | -581839 |
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 125, "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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