Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 731343.9745 | 641343.38 | 90000.5945 | 2408558.43 | 4811991.167 | -2403432.7369 |
Total P&L (%) | 731.344 | 641.3434 | 90.0006 | 2408.5584 | 4811.9912 | -2403.4327 |
Avg Daily Profit (%) | 0.2925 | 0.2565 | 0.036 | 0.1289 | 0.1559 | 0 |
Buy And Hold Return (%) | 798.2319 | 798.2319 | 798.2319 | 798.2319 | 798.2319 | 798.2319 |
Max Trade Drawdown | -83832 | -75937 | -79736 | -2911029 | -393034 | -3240083 |
Profit Factor | 2.5405 | 4.3346 | 1.3187 | 1.4272 | 6.2477 | 0.4909 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 62.766 | 63.8298 | 61.7021 | 62.766 | 63.8298 | 61.7021 |
Ratio Avg Win / Avg Loss | 1.5071 | 2.4563 | 0.8185 | 0.8466 | 3.5404 | 0.3047 |
Largest Winning Trade | 165745 | 165745 | 60269 | 2907169 | 2907169 | 318199 |
Largest Losing Trade | -79736 | -46915 | -79736 | -2911029 | -305646 | -2911029 |
Avg Bars in Trades | 73 | 91 | 55 | 73 | 91 | 55 |
Avg Bars in Winners | 87 | 95 | 80 | 87 | 95 | 80 |
Avg Bars in Losers | 49 | 84 | 16 | 49 | 84 | 16 |
Bars Traded | 6914 | 4286 | 2628 | 6914 | 4286 | 2628 |
Profit Streak | 68.3383 | 78.6716 | 68.3383 | 68.3383 | 78.6716 | 68.3383 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148820 | -146707 | -309908 | -21084 | 676222 | -578621 |
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{ "first_band": { "type": "tema", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "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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