Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797809.022 | 681968.0853 | 115840.9367 | 6908016.787 | 11929310.1469 | -5021293.3599 |
Total P&L (%) | 797.809 | 681.9681 | 115.8409 | 6908.0168 | 11929.3101 | -5021.2934 |
Avg Daily Profit (%) | 0.3191 | 0.2728 | 0.0463 | 0.1701 | 0.1918 | 0 |
Buy And Hold Return (%) | 819.5713 | 819.5713 | 819.5713 | 819.5713 | 819.5713 | 819.5713 |
Max Trade Drawdown | -77003 | -74533 | -65679 | -6966336 | -1005442 | -7022035 |
Profit Factor | 2.9951 | 4.7778 | 1.5281 | 1.658 | 6.3755 | 0.3935 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 64.1026 | 64.1026 | 64.1026 | 64.1026 | 64.1026 | 64.1026 |
Ratio Avg Win / Avg Loss | 1.6773 | 2.6756 | 0.8557 | 0.9285 | 3.5703 | 0.2203 |
Largest Winning Trade | 164670 | 164670 | 63444 | 6742018 | 6742018 | 484229 |
Largest Losing Trade | -64287 | -47661 | -64287 | -6966336 | -694527 | -6966336 |
Avg Bars in Trades | 86 | 102 | 70 | 86 | 102 | 70 |
Avg Bars in Winners | 96 | 105 | 88 | 96 | 105 | 88 |
Avg Bars in Losers | 67 | 97 | 38 | 67 | 97 | 38 |
Bars Traded | 6736 | 3989 | 2747 | 6736 | 3989 | 2747 |
Profit Streak | 189.8294 | 453.1628 | 189.8294 | 189.8294 | 453.1628 | 189.8294 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -186314 | -146263 | -294562 | -27168 | 709854 | -578340 |
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{ "first_band": { "type": "tema", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 187, "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) |
---|