Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674159.8436 | 630384.0559 | 43775.7877 | 496950.5474 | 3961828.856 | -3464878.3085 |
Total P&L (%) | 674.1598 | 630.3841 | 43.7758 | 496.9505 | 3961.8289 | -3464.8783 |
Avg Daily Profit (%) | 0.2696 | 0.2521 | 0.0175 | 0.0715 | 0.1482 | 0 |
Buy And Hold Return (%) | 841.2003 | 841.2003 | 841.2003 | 841.2003 | 841.2003 | 841.2003 |
Max Trade Drawdown | -162537 | -71841 | -156015 | -2422792 | -236173 | -4020225 |
Profit Factor | 2.3707 | 5.6648 | 1.1227 | 1.0928 | 9.9687 | 0.2944 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 63.8889 | 69.4444 | 58.3333 | 63.8889 | 69.4444 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.34 | 2.4925 | 0.8019 | 0.6177 | 4.3862 | 0.2103 |
Largest Winning Trade | 170090 | 170090 | 62006 | 1518353 | 1518353 | 451853 |
Largest Losing Trade | -85446 | -45081 | -85446 | -2191691 | -134424 | -2191691 |
Avg Bars in Trades | 63 | 69 | 57 | 63 | 69 | 57 |
Avg Bars in Winners | 80 | 75 | 86 | 80 | 75 | 86 |
Avg Bars in Losers | 34 | 56 | 18 | 34 | 56 | 18 |
Bars Traded | 4587 | 2500 | 2087 | 4587 | 2500 | 2087 |
Profit Streak | 59.6373 | 285.1373 | 0 | 59.6373 | 285.1373 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -234879 | -145145 | -421355 | -464479 | 578872 | -579699 |
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{ "first_band": { "type": "tema", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "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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