Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872236.3537 | 746303.6353 | 125932.7184 | 14571255.7852 | 22540616.325 | -7969360.5399 |
Total P&L (%) | 872.2364 | 746.3036 | 125.9327 | 14571.2558 | 22540.6163 | -7969.3605 |
Avg Daily Profit (%) | 0.3488 | 0.2985 | 0.0504 | 0.1997 | 0.2171 | 0 |
Buy And Hold Return (%) | 903.7383 | 903.7383 | 903.7383 | 903.7383 | 903.7383 | 903.7383 |
Max Trade Drawdown | -141038 | -106299 | -67310 | -15073080 | -4248848 | -12320655 |
Profit Factor | 2.3756 | 3.0268 | 1.4737 | 1.4772 | 2.6223 | 0.5211 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 51.5152 | 51.8072 | 51.2195 | 51.5152 | 51.8072 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.2359 | 2.8156 | 1.4035 | 1.3903 | 2.4393 | 0.4963 |
Largest Winning Trade | 191293 | 191293 | 49352 | 15678970 | 15678970 | 1016022 |
Largest Losing Trade | -38945 | -38945 | -30442 | -7268227 | -2881221 | -7268227 |
Avg Bars in Trades | 42 | 51 | 33 | 42 | 51 | 33 |
Avg Bars in Winners | 55 | 69 | 42 | 55 | 69 | 42 |
Avg Bars in Losers | 28 | 33 | 24 | 28 | 33 | 24 |
Bars Traded | 7034 | 4295 | 2740 | 7034 | 4295 | 2740 |
Profit Streak | 70.7274 | 88.394 | 0 | 70.7274 | 88.394 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150323 | -149852 | -294584 | 389549 | 520176 | -585078 |
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{ "first_band": { "type": "tema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 88, "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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