Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 996374.7894 | 800227.7521 | 196147.0373 | 31510083.0111 | 34619186.5422 | -3109103.5311 |
Total P&L (%) | 996.3748 | 800.2278 | 196.147 | 31510.083 | 34619.1865 | -3109.1035 |
Avg Daily Profit (%) | 0.3985 | 0.32 | 0.0784 | 0.2305 | 0.2342 | 0 |
Buy And Hold Return (%) | 811.3438 | 811.3438 | 811.3438 | 811.3438 | 811.3438 | 811.3438 |
Max Trade Drawdown | -81783 | -64296 | -92118 | -9522189 | -1396800 | -9194109 |
Profit Factor | 3.835 | 6.7446 | 1.9246 | 2.9083 | 10.6438 | 0.7594 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 62.5 | 63.8889 | 61.1111 | 62.5 | 63.8889 | 61.1111 |
Ratio Avg Win / Avg Loss | 2.301 | 3.8122 | 1.2247 | 1.745 | 6.0161 | 0.4833 |
Largest Winning Trade | 167541 | 167541 | 64135 | 14143498 | 14143498 | 2968820 |
Largest Losing Trade | -78325 | -34883 | -78325 | -6100450 | -955306 | -6100450 |
Avg Bars in Trades | 93 | 106 | 80 | 93 | 106 | 80 |
Avg Bars in Winners | 115 | 106 | 124 | 115 | 106 | 124 |
Avg Bars in Losers | 56 | 106 | 11 | 56 | 106 | 11 |
Bars Traded | 6736 | 3839 | 2897 | 6736 | 3839 | 2897 |
Profit Streak | 280.1879 | 280.8545 | 280.1879 | 280.1879 | 280.8545 | 280.1879 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158639 | -145038 | -249036 | -66635 | 720218 | -578370 |
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{ "first_band": { "type": "tema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 229, "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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