Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 977447.0368 | 812455.5047 | 164991.5321 | 20343165.7251 | 17580610.3071 | 2762555.4179 |
Total P&L (%) | 977.447 | 812.4555 | 164.9915 | 20343.1657 | 17580.6103 | 2762.5554 |
Avg Daily Profit (%) | 0.3909 | 0.3249 | 0.066 | 0.213 | 0.2072 | 0.1342 |
Buy And Hold Return (%) | 936.5902 | 936.5902 | 936.5902 | 936.5902 | 936.5902 | 936.5902 |
Max Trade Drawdown | -82511 | -49547 | -55660 | -2809498 | -1423154 | -2337316 |
Profit Factor | 3.8701 | 6.5972 | 1.8443 | 3.7824 | 7.9351 | 1.5784 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 66.6667 | 70 | 63.4146 | 66.6667 | 70 | 63.4146 |
Ratio Avg Win / Avg Loss | 1.935 | 2.8274 | 1.064 | 1.8912 | 3.4008 | 0.9106 |
Largest Winning Trade | 389050 | 389050 | 63251 | 8565154 | 8565154 | 1318942 |
Largest Losing Trade | -55660 | -34684 | -55660 | -2337316 | -849359 | -2337316 |
Avg Bars in Trades | 56 | 70 | 42 | 56 | 70 | 42 |
Avg Bars in Winners | 60 | 62 | 57 | 60 | 62 | 57 |
Avg Bars in Losers | 49 | 89 | 16 | 49 | 89 | 16 |
Bars Traded | 4589 | 2834 | 1755 | 4589 | 2834 | 1755 |
Profit Streak | 94.9848 | 123.9848 | 94.9848 | 94.9848 | 123.9848 | 94.9848 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148450 | -144564 | -265884 | 78137 | 727444 | -14113 |
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{ "first_band": { "type": "tema", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 126, "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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