Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538233.9369 | 423378.7922 | 114855.1447 | 881777.6729 | 312830.3438 | 568947.329 |
Total P&L (%) | 538.2339 | 423.3788 | 114.8551 | 881.7777 | 312.8303 | 568.9473 |
Avg Daily Profit (%) | 0.2882 | 0.2267 | 0.0615 | 0.1224 | 0.0759 | 0.1018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87612 | -62495 | -114804 | -1004921 | -709010 | -611889 |
Profit Factor | 2.1694 | 2.9943 | 1.4632 | 1.3258 | 1.2164 | 1.451 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 52.2727 | 52.2727 | 52.2727 | 52.2727 | 52.2727 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.9808 | 2.7339 | 1.336 | 1.2105 | 1.1107 | 1.3249 |
Largest Winning Trade | 282417 | 282417 | 59147 | 515102 | 515102 | 454010 |
Largest Losing Trade | -44830 | -40906 | -44830 | -372591 | -269704 | -372591 |
Avg Bars in Trades | 83 | 68 | 98 | 83 | 68 | 98 |
Avg Bars in Winners | 105 | 75 | 136 | 105 | 75 | 136 |
Avg Bars in Losers | 59 | 60 | 57 | 59 | 60 | 57 |
Bars Traded | 7340 | 3003 | 4336 | 7340 | 3003 | 4336 |
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 | 484131 | 501162 | -109380 | -28457 | -91624 | -55287 |
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{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 113, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 113, "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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