Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328574.8826 | 270703.1574 | 57871.7252 | 254557.381 | 193474.7035 | 61082.6774 |
Total P&L (%) | 328.5749 | 270.7032 | 57.8717 | 254.5574 | 193.4747 | 61.0827 |
Avg Daily Profit (%) | 0.1764 | 0.1453 | 0.0311 | 0.068 | 0.0578 | 0.0256 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95195 | -50284 | -112767 | -294718 | -158107 | -208731 |
Profit Factor | 1.7048 | 2.3198 | 1.2216 | 1.2431 | 1.4161 | 1.1049 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Losing Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Profitability (%) | 60.241 | 68.2927 | 52.381 | 60.241 | 68.2927 | 52.381 |
Ratio Avg Win / Avg Loss | 1.1251 | 1.077 | 1.1106 | 0.8204 | 0.6575 | 1.0045 |
Largest Winning Trade | 102198 | 102198 | 52826 | 97133 | 94159 | 97133 |
Largest Losing Trade | -57858 | -50284 | -57858 | -140912 | -94898 | -140912 |
Avg Bars in Trades | 86 | 61 | 111 | 86 | 61 | 111 |
Avg Bars in Winners | 86 | 52 | 129 | 86 | 52 | 129 |
Avg Bars in Losers | 87 | 80 | 91 | 87 | 80 | 91 |
Bars Traded | 7200 | 2522 | 4678 | 7200 | 2522 | 4678 |
Profit Streak | 18.5974 | 54.5974 | 18.5974 | 18.5974 | 54.5974 | 18.5974 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413206 | 292123 | -150765 | -102181 | -112730 | -262577 |
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{ "first_band": { "type": "dcm", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 231, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 231, "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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