Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792940.3122 | 698462.1741 | 94478.1381 | 200327.9155 | 522896.2049 | -322568.2894 |
Total P&L (%) | 792.9403 | 698.4622 | 94.4781 | 200.3279 | 522.8962 | -322.5683 |
Avg Daily Profit (%) | 0.4256 | 0.3749 | 0.0507 | 0.059 | 0.0982 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119087 | -87685 | -101358 | -1396524 | -983039 | -1240431 |
Profit Factor | 2.2333 | 3.1758 | 1.2935 | 1.0345 | 1.1922 | 0.8954 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 47.6744 | 46.5116 | 48.8372 | 47.6744 | 46.5116 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.4512 | 3.6522 | 1.3551 | 1.1355 | 1.3711 | 0.938 |
Largest Winning Trade | 687318 | 687318 | 58914 | 1006565 | 1006565 | 409000 |
Largest Losing Trade | -51652 | -37358 | -51652 | -651750 | -471317 | -651750 |
Avg Bars in Trades | 125 | 94 | 156 | 125 | 94 | 156 |
Avg Bars in Winners | 156 | 90 | 218 | 156 | 90 | 218 |
Avg Bars in Losers | 97 | 96 | 97 | 97 | 96 | 97 |
Bars Traded | 10775 | 4047 | 6728 | 10775 | 4047 | 6728 |
Profit Streak | 18.373 | 0 | 23.373 | 18.373 | 0 | 23.373 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507775 | 514671 | -125000 | -296744 | -71781 | -580633 |
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{ "first_band": { "type": "dcm", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 219, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 219, "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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