Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1153134.1965 | 1185956.02 | -32821.8235 | 92209.098 | 135040.7271 | -42831.6291 |
Total P&L (%) | 1153.1342 | 1185.956 | -32.8218 | 92.2091 | 135.0407 | -42.8316 |
Avg Daily Profit (%) | 0.4609 | 0.474 | -0.0131 | 0.0261 | 0.0342 | -0.0223 |
Buy And Hold Return (%) | 365.3148 | 365.3148 | 365.3148 | 365.3148 | 365.3148 | 365.3148 |
Max Trade Drawdown | -225340 | -181903 | -77987 | -1816801 | -1487197 | -537720 |
Profit Factor | 2.9525 | 3.7939 | 0.8024 | 1.0284 | 1.0571 | 0.9518 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 43.299 | 35.4167 | 51.0204 | 43.299 | 35.4167 | 51.0204 |
Ratio Avg Win / Avg Loss | 3.8664 | 6.9183 | 0.7703 | 1.3467 | 1.9277 | 0.9137 |
Largest Winning Trade | 1057022 | 1057022 | 18931 | 1306166 | 1306166 | 210272 |
Largest Losing Trade | -53383 | -53383 | -33127 | -436698 | -436698 | -345218 |
Avg Bars in Trades | 134 | 249 | 22 | 134 | 249 | 22 |
Avg Bars in Winners | 166 | 381 | 19 | 166 | 381 | 19 |
Avg Bars in Losers | 110 | 176 | 25 | 110 | 176 | 25 |
Bars Traded | 13062 | 11952 | 1110 | 13062 | 11952 | 1110 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381115 | 317357 | -580271 | -515440 | -475181 | -580271 |
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{ "first_band": { "type": "dcl", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 177, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 31, "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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