Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 909984.4683 | 779552.1604 | 130432.3079 | 14235684.5583 | 37402209.3267 | -23166524.7684 |
Total P&L (%) | 909.9845 | 779.5522 | 130.4323 | 14235.6846 | 37402.2093 | -23166.5248 |
Avg Daily Profit (%) | 0.3639 | 0.3118 | 0.0522 | 0.1988 | 0.2373 | 0 |
Buy And Hold Return (%) | 814.8327 | 814.8327 | 814.8327 | 814.8327 | 814.8327 | 814.8327 |
Max Trade Drawdown | -175426 | -129222 | -90031 | -34046581 | -9944696 | -32030020 |
Profit Factor | 2.3676 | 3.2293 | 1.4132 | 1.2349 | 2.9513 | 0.441 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 80 | 45 | 35 | 80 | 45 | 35 |
Profitability (%) | 53.2164 | 47.6744 | 58.8235 | 53.2164 | 47.6744 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.0814 | 3.5443 | 0.9892 | 1.0856 | 3.2392 | 0.3087 |
Largest Winning Trade | 173487 | 173487 | 57922 | 28191479 | 28191479 | 2335791 |
Largest Losing Trade | -64287 | -35253 | -64287 | -28570099 | -3980411 | -28570099 |
Avg Bars in Trades | 27 | 32 | 22 | 27 | 32 | 22 |
Avg Bars in Winners | 36 | 42 | 31 | 36 | 42 | 31 |
Avg Bars in Losers | 17 | 24 | 10 | 17 | 24 | 10 |
Bars Traded | 4754 | 2808 | 1946 | 4754 | 2808 | 1946 |
Profit Streak | 62.3739 | 80.3739 | 0 | 62.3739 | 80.3739 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113349 | -151282 | -288831 | 355071 | 479596 | -579683 |
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{ "first_band": { "type": "tema", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 54, "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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