Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1131315.9443 | 937688.5502 | 193627.3942 | 61969151.0925 | 69763663.6864 | -7794512.594 |
Total P&L (%) | 1131.3159 | 937.6886 | 193.6274 | 61969.1511 | 69763.6637 | -7794.5126 |
Avg Daily Profit (%) | 0.4523 | 0.3749 | 0.0774 | 0.2575 | 0.2622 | 0 |
Buy And Hold Return (%) | 785.4489 | 785.4489 | 785.4489 | 785.4489 | 785.4489 | 785.4489 |
Max Trade Drawdown | -47052 | -38422 | -54905 | -27090802 | -17120096 | -25376620 |
Profit Factor | 3.0025 | 4.138 | 1.7276 | 1.6376 | 2.4747 | 0.8438 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Profitability (%) | 39.6648 | 38.8889 | 40.4494 | 39.6648 | 38.8889 | 40.4494 |
Ratio Avg Win / Avg Loss | 4.5672 | 6.5025 | 2.5434 | 2.4909 | 3.8888 | 1.2422 |
Largest Winning Trade | 355548 | 355548 | 50675 | 54238200 | 54238200 | 11151971 |
Largest Losing Trade | -28618 | -17477 | -28618 | -19888135 | -8843230 | -19888135 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 66 | 68 | 65 | 66 | 68 | 65 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 7270 | 3663 | 3607 | 7270 | 3663 | 3607 |
Profit Streak | 0 | 0 | 85.876 | 0 | 0 | 85.876 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15934 | -93415 | -255555 | 307723 | 311438 | -582583 |
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{ "first_band": { "type": "tema", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 10, "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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