Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779297.8292 | 535292.6618 | 244005.1673 | 25623313.2225 | 15183930.7568 | 10439382.4657 |
Total P&L (%) | 779.2978 | 535.2927 | 244.0052 | 25623.3132 | 15183.9308 | 10439.3825 |
Avg Daily Profit (%) | 0.6247 | 0.4291 | 0.1956 | 0.4459 | 0.404 | 0.3741 |
Buy And Hold Return (%) | 125.6736 | 125.6736 | 125.6736 | 125.6736 | 125.6736 | 125.6736 |
Max Trade Drawdown | -64771 | -56013 | -35252 | -5454039 | -3949890 | -5454039 |
Profit Factor | 3.1432 | 3.6411 | 2.5161 | 2.5781 | 2.9132 | 2.2577 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 68.75 | 69.6429 | 67.8571 | 68.75 | 69.6429 | 67.8571 |
Ratio Avg Win / Avg Loss | 1.4287 | 1.5871 | 1.1918 | 1.1718 | 1.2698 | 1.0694 |
Largest Winning Trade | 169393 | 169393 | 30931 | 6079825 | 6079825 | 4568963 |
Largest Losing Trade | -36469 | -33256 | -36469 | -5454039 | -2257961 | -5454039 |
Avg Bars in Trades | 63 | 77 | 49 | 63 | 77 | 49 |
Avg Bars in Winners | 68 | 73 | 62 | 68 | 73 | 62 |
Avg Bars in Losers | 53 | 87 | 22 | 53 | 87 | 22 |
Bars Traded | 7125 | 4343 | 2782 | 7125 | 4343 | 2782 |
Profit Streak | 59.0419 | 96.3752 | 59.0419 | 59.0419 | 96.3752 | 59.0419 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 727651 | -161267 | -172772 | 652551 | -161837 | -164050 |
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{ "first_band": { "type": "tema", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "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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