Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378765.5737 | 333962.1098 | 44803.464 | 68050.3936 | 157254.3881 | -89203.9945 |
Total P&L (%) | 378.7656 | 333.9621 | 44.8035 | 68.0504 | 157.2544 | -89.204 |
Avg Daily Profit (%) | 0.2006 | 0.1769 | 0.0237 | 0.0275 | 0.0501 | -0.1178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119818 | -99822 | -79990 | -383022 | -202738 | -261232 |
Profit Factor | 1.568 | 2.0143 | 1.1327 | 1.0567 | 1.2696 | 0.8552 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 53.4884 | 51.1628 | 55.814 | 53.4884 | 51.1628 | 55.814 |
Ratio Avg Win / Avg Loss | 1.3635 | 1.9228 | 0.8967 | 0.9189 | 1.2119 | 0.677 |
Largest Winning Trade | 239385 | 239385 | 53772 | 139009 | 139009 | 103091 |
Largest Losing Trade | -51436 | -37025 | -51436 | -186473 | -79962 | -186473 |
Avg Bars in Trades | 127 | 86 | 169 | 127 | 86 | 169 |
Avg Bars in Winners | 151 | 89 | 207 | 151 | 89 | 207 |
Avg Bars in Losers | 101 | 82 | 121 | 101 | 82 | 121 |
Bars Traded | 10990 | 3713 | 7277 | 10990 | 3713 | 7277 |
Profit Streak | 57.2092 | 57.2092 | 256.8759 | 57.2092 | 57.2092 | 256.8759 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396361 | 432508 | -236984 | -314387 | -125398 | -578598 |
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{ "first_band": { "type": "dcm", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 174, "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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