Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459684.9701 | 400013.5517 | 59671.4184 | 124936.8931 | 190570.5578 | -65633.6647 |
Total P&L (%) | 459.685 | 400.0136 | 59.6714 | 124.9369 | 190.5706 | -65.6337 |
Avg Daily Profit (%) | 0.1834 | 0.1596 | 0.0238 | 0.0323 | 0.0426 | -0.0426 |
Buy And Hold Return (%) | 142.4218 | 142.4218 | 142.4218 | 142.4218 | 142.4218 | 142.4218 |
Max Trade Drawdown | -180905 | -116014 | -90048 | -340442 | -225374 | -250111 |
Profit Factor | 1.6101 | 1.9442 | 1.1809 | 1.0856 | 1.2227 | 0.8914 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 65.9574 | 65.9574 | 65.9574 | 65.9574 | 65.9574 | 65.9574 |
Ratio Avg Win / Avg Loss | 0.831 | 1.0034 | 0.6095 | 0.5603 | 0.6311 | 0.4601 |
Largest Winning Trade | 59235 | 59235 | 17319 | 79678 | 79678 | 36582 |
Largest Losing Trade | -88490 | -54637 | -88490 | -161332 | -161332 | -148335 |
Avg Bars in Trades | 24 | 33 | 15 | 24 | 33 | 15 |
Avg Bars in Winners | 15 | 21 | 9 | 15 | 21 | 9 |
Avg Bars in Losers | 42 | 57 | 28 | 42 | 57 | 28 |
Bars Traded | 4668 | 3183 | 1485 | 4668 | 3183 | 1485 |
Profit Streak | 0 | 96.3777 | 0 | 0 | 96.3777 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294150 | 344788 | -347695 | -440202 | -195716 | -578457 |
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{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 183, "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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