Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845037.9641 | 718555.9722 | 126481.9919 | 9362339.4485 | 15266190.0044 | -5903850.5559 |
Total P&L (%) | 845.038 | 718.556 | 126.482 | 9362.3394 | 15266.19 | -5903.8506 |
Avg Daily Profit (%) | 0.338 | 0.2874 | 0.0506 | 0.1821 | 0.2016 | 0 |
Buy And Hold Return (%) | 833.3817 | 833.3817 | 833.3817 | 833.3817 | 833.3817 | 833.3817 |
Max Trade Drawdown | -128109 | -76250 | -155424 | -7247112 | -523442 | -7267869 |
Profit Factor | 2.9097 | 5.6511 | 1.4392 | 1.7702 | 12.0772 | 0.4522 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 65.7895 | 71.0526 | 60.5263 | 65.7895 | 71.0526 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.5131 | 2.3023 | 0.9386 | 0.9205 | 4.9203 | 0.2949 |
Largest Winning Trade | 157879 | 157879 | 60269 | 7104308 | 7104308 | 759904 |
Largest Losing Trade | -69662 | -46666 | -69662 | -7247112 | -417692 | -7247112 |
Avg Bars in Trades | 90 | 100 | 80 | 90 | 100 | 80 |
Avg Bars in Winners | 108 | 96 | 122 | 108 | 96 | 122 |
Avg Bars in Losers | 55 | 110 | 15 | 55 | 110 | 15 |
Bars Traded | 6878 | 3834 | 3045 | 6878 | 3834 | 3045 |
Profit Streak | 54.2432 | 544.2432 | 0 | 54.2432 | 544.2432 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197544 | -144592 | -290490 | -42426 | 745461 | -579400 |
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{ "first_band": { "type": "tema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 233, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 233, "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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