Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766627.6332 | 683620.1528 | 83007.4804 | 6313059.1091 | 10974147.1283 | -4661088.0192 |
Total P&L (%) | 766.6276 | 683.6202 | 83.0075 | 6313.0591 | 10974.1471 | -4661.088 |
Avg Daily Profit (%) | 0.3066 | 0.2734 | 0.0332 | 0.1666 | 0.1884 | 0 |
Buy And Hold Return (%) | 901.1641 | 901.1641 | 901.1641 | 901.1641 | 901.1641 | 901.1641 |
Max Trade Drawdown | -172650 | -116355 | -69199 | -6598024 | -2936490 | -5836381 |
Profit Factor | 2.104 | 2.9612 | 1.24 | 1.3661 | 2.5511 | 0.5416 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Losing Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Profitability (%) | 50.289 | 54.023 | 46.5116 | 50.289 | 54.023 | 46.5116 |
Ratio Avg Win / Avg Loss | 2.0798 | 2.5202 | 1.426 | 1.3504 | 2.1712 | 0.6228 |
Largest Winning Trade | 191293 | 191293 | 61616 | 7275639 | 7275639 | 811430 |
Largest Losing Trade | -32720 | -32720 | -30442 | -3372734 | -1323632 | -3372734 |
Avg Bars in Trades | 40 | 46 | 34 | 40 | 46 | 34 |
Avg Bars in Winners | 55 | 60 | 50 | 55 | 60 | 50 |
Avg Bars in Losers | 26 | 31 | 21 | 26 | 31 | 21 |
Bars Traded | 7091 | 4086 | 3005 | 7091 | 4086 | 3005 |
Profit Streak | 69.1881 | 86.8548 | 69.1881 | 69.1881 | 86.8548 | 69.1881 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150505 | -149894 | -315723 | 380258 | 517165 | -581900 |
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{ "first_band": { "type": "tema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 74, "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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