Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529110.0589 | 294878.1466 | 234231.9123 | 1837027.0862 | 1636481.5867 | 200545.4995 |
Total P&L (%) | 529.1101 | 294.8781 | 234.2319 | 1837.0271 | 1636.4816 | 200.5455 |
Avg Daily Profit (%) | 0.3018 | 0.1682 | 0.1336 | 0.1692 | 0.163 | 0.0628 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101672 | -65574 | -63549 | -2198323 | -860325 | -1668601 |
Profit Factor | 2.0677 | 2.3548 | 1.8429 | 1.2755 | 1.6987 | 1.0464 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 57.3034 | 57.7778 | 56.8182 | 57.3034 | 57.7778 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.5407 | 1.7208 | 1.4006 | 0.9504 | 1.2414 | 0.7952 |
Largest Winning Trade | 128582 | 128582 | 58357 | 1115557 | 568812 | 1115557 |
Largest Losing Trade | -32905 | -24280 | -32905 | -1061031 | -399757 | -1061031 |
Avg Bars in Trades | 57 | 36 | 78 | 57 | 36 | 78 |
Avg Bars in Winners | 62 | 29 | 97 | 62 | 29 | 97 |
Avg Bars in Losers | 49 | 45 | 53 | 49 | 45 | 53 |
Bars Traded | 5083 | 1630 | 3453 | 5083 | 1630 | 3453 |
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 | 504840 | 464709 | -11320 | 260154 | 392513 | -279330 |
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{ "first_band": { "type": "dcm", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 129, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 129, "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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