Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209386.3452 | 133869.4324 | 75516.9128 | 390417.8741 | 201964.5124 | 188453.3617 |
Total P&L (%) | 209.3863 | 133.8694 | 75.5169 | 390.4179 | 201.9645 | 188.4534 |
Avg Daily Profit (%) | 0.804 | 0.5141 | 0.29 | 0.6125 | 0.4253 | 0.4076 |
Buy And Hold Return (%) | 32.3782 | 32.3782 | 32.3782 | 32.3782 | 32.3782 | 32.3782 |
Max Trade Drawdown | -41697 | -36400 | -43896 | -40288 | -32317 | -45157 |
Profit Factor | 1.5414 | 1.7701 | 1.3547 | 1.8234 | 1.9752 | 1.7057 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 162 | 83 | 79 | 162 | 83 | 79 |
Profitability (%) | 40.4412 | 38.9706 | 41.9118 | 40.4412 | 38.9706 | 41.9118 |
Ratio Avg Win / Avg Loss | 2.2701 | 2.772 | 1.8776 | 2.6854 | 3.0933 | 2.364 |
Largest Winning Trade | 52629 | 27149 | 52629 | 169104 | 42991 | 169104 |
Largest Losing Trade | -17637 | -9341 | -17637 | -15566 | -8206 | -15566 |
Avg Bars in Trades | 91 | 87 | 94 | 91 | 87 | 94 |
Avg Bars in Winners | 142 | 139 | 144 | 142 | 139 | 144 |
Avg Bars in Losers | 56 | 55 | 57 | 56 | 55 | 57 |
Bars Traded | 24762 | 11963 | 12799 | 24762 | 11963 | 12799 |
Profit Streak | 5.2896 | 11.9563 | 5.2896 | 5.2896 | 11.9563 | 5.2896 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469626 | 261057 | 60904 | 452991 | 305389 | 298325 |
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 77, "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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