Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538635.6684 | 573703.103 | -35067.4346 | 48790.0657 | 780488.7178 | -731698.6521 |
Total P&L (%) | 538.6357 | 573.7031 | -35.0674 | 48.7901 | 780.4887 | -731.6987 |
Avg Daily Profit (%) | 0.2319 | 0.247 | -0.0151 | 0.0171 | 0.0937 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107855 | -72670 | -139141 | -1348696 | -670571 | -848406 |
Profit Factor | 1.8394 | 2.9055 | 0.8971 | 1.0132 | 1.4527 | 0.6307 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 56.1404 | 58.6207 | 53.5714 | 56.1404 | 58.6207 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.437 | 2.0509 | 0.7774 | 0.7915 | 1.0255 | 0.5466 |
Largest Winning Trade | 200548 | 200548 | 87479 | 577930 | 577930 | 489743 |
Largest Losing Trade | -62826 | -47440 | -62826 | -649107 | -436411 | -649107 |
Avg Bars in Trades | 110 | 78 | 142 | 110 | 78 | 142 |
Avg Bars in Winners | 130 | 78 | 190 | 130 | 78 | 190 |
Avg Bars in Losers | 84 | 79 | 88 | 84 | 79 | 88 |
Bars Traded | 6283 | 2283 | 4000 | 6283 | 2283 | 4000 |
Profit Streak | 0 | 0 | 314.0453 | 0 | 0 | 314.0453 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168014 | 541772 | -600403 | -557850 | -65395 | -600403 |
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{ "first_band": { "type": "dcm", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 177, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 177, "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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