Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119277.6816 | 63116.3926 | 56161.289 | 183368.9066 | 94670.9482 | 88697.9585 |
Total P&L (%) | 119.2777 | 63.1164 | 56.1613 | 183.3689 | 94.6709 | 88.698 |
Avg Daily Profit (%) | 0.2598 | 0.1375 | 0.1223 | 0.2271 | 0.1452 | 0.1384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26386 | -11884 | -21901 | -41847 | -22487 | -33697 |
Profit Factor | 1.8603 | 1.9851 | 1.7531 | 1.9285 | 2.0069 | 1.8572 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 73.5849 | 75.9494 | 71.25 | 73.5849 | 75.9494 | 71.25 |
Ratio Avg Win / Avg Loss | 0.6678 | 0.6286 | 0.7074 | 0.6923 | 0.6355 | 0.7494 |
Largest Winning Trade | 30344 | 15348 | 30344 | 50591 | 33354 | 50591 |
Largest Losing Trade | -20190 | -11884 | -20190 | -30789 | -22487 | -30789 |
Avg Bars in Trades | 68 | 61 | 74 | 68 | 61 | 74 |
Avg Bars in Winners | 50 | 49 | 52 | 50 | 49 | 52 |
Avg Bars in Losers | 116 | 99 | 129 | 116 | 99 | 129 |
Bars Traded | 10815 | 4862 | 5953 | 10815 | 4862 | 5953 |
Profit Streak | 603.5585 | 603.5585 | 604.8085 | 603.5585 | 603.5585 | 604.8085 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482761 | -31706 | -45911 | 477442 | -20906 | -23352 |
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{ "first_band": { "type": "tema", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 111, "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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