Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1152480.8491 | 985154.6294 | 167326.2197 | 7138692.8006 | 5749143.9943 | 1389548.8063 |
Total P&L (%) | 1152.4808 | 985.1546 | 167.3262 | 7138.6928 | 5749.144 | 1389.5488 |
Avg Daily Profit (%) | 0.4954 | 0.4235 | 0.0719 | 0.1843 | 0.1751 | 0.1162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159306 | -85534 | -120140 | -14017849 | -9392356 | -9517465 |
Profit Factor | 2.5867 | 3.8158 | 1.4444 | 1.1297 | 1.1938 | 1.0547 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 50 | 47.7273 | 52.2727 | 50 | 47.7273 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.5867 | 4.1792 | 1.3188 | 1.1297 | 1.3075 | 0.963 |
Largest Winning Trade | 376215 | 376215 | 79829 | 6332707 | 6332707 | 3220104 |
Largest Losing Trade | -48873 | -35782 | -48873 | -6586692 | -3858302 | -6586692 |
Avg Bars in Trades | 147 | 125 | 169 | 147 | 125 | 169 |
Avg Bars in Winners | 213 | 167 | 256 | 213 | 167 | 256 |
Avg Bars in Losers | 80 | 86 | 73 | 80 | 86 | 73 |
Bars Traded | 12949 | 5510 | 7439 | 12949 | 5510 | 7439 |
Profit Streak | 20.6491 | 0 | 321.8158 | 20.6491 | 0 | 321.8158 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 586204 | 577772 | -94211 | -69191 | -333 | -197743 |
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{ "first_band": { "type": "dcm", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 139, "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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