Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648873.2421 | 586711.7027 | 62161.5393 | 2484696.3305 | 4469368.1946 | -1984671.864 |
Total P&L (%) | 648.8732 | 586.7117 | 62.1615 | 2484.6963 | 4469.3682 | -1984.6719 |
Avg Daily Profit (%) | 0.2595 | 0.2346 | 0.0249 | 0.1301 | 0.153 | 0 |
Buy And Hold Return (%) | 850.0677 | 850.0677 | 850.0677 | 850.0677 | 850.0677 | 850.0677 |
Max Trade Drawdown | -103933 | -76826 | -114451 | -1978225 | -628993 | -2960465 |
Profit Factor | 2.2661 | 4.239 | 1.1876 | 1.4396 | 4.2635 | 0.5365 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 61.7978 | 65.9091 | 57.7778 | 61.7978 | 65.9091 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.4008 | 2.1926 | 0.8679 | 0.8899 | 2.2053 | 0.3921 |
Largest Winning Trade | 131167 | 131167 | 55330 | 2144008 | 2144008 | 361263 |
Largest Losing Trade | -61202 | -48333 | -61202 | -1864486 | -362747 | -1864486 |
Avg Bars in Trades | 79 | 87 | 70 | 79 | 87 | 70 |
Avg Bars in Winners | 89 | 80 | 99 | 89 | 80 | 99 |
Avg Bars in Losers | 62 | 102 | 31 | 62 | 102 | 31 |
Bars Traded | 7040 | 3863 | 3178 | 7040 | 3863 | 3178 |
Profit Streak | 0 | 62.0525 | 0 | 0 | 62.0525 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151984 | -147526 | -340210 | -20738 | 590733 | -579703 |
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{ "first_band": { "type": "tema", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 200, "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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