Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480419.5598 | 281535.1172 | 198884.4426 | 1680362.0522 | 1477915.3272 | 202446.725 |
Total P&L (%) | 480.4196 | 281.5351 | 198.8844 | 1680.3621 | 1477.9153 | 202.4467 |
Avg Daily Profit (%) | 0.2853 | 0.1672 | 0.1181 | 0.1712 | 0.164 | 0.0658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86283 | -85975 | -51334 | -1169990 | -599189 | -945863 |
Profit Factor | 1.6457 | 1.7856 | 1.5158 | 1.3436 | 1.6156 | 1.0813 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 110 | 57 | 53 | 110 | 57 | 53 |
Profitability (%) | 44.7236 | 43 | 46.4646 | 44.7236 | 43 | 46.4646 |
Ratio Avg Win / Avg Loss | 2.0341 | 2.3669 | 1.7464 | 1.6606 | 2.1417 | 1.2458 |
Largest Winning Trade | 69231 | 69231 | 52668 | 683887 | 683887 | 405279 |
Largest Losing Trade | -25139 | -24997 | -25139 | -468822 | -468822 | -323316 |
Avg Bars in Trades | 100 | 88 | 112 | 100 | 88 | 112 |
Avg Bars in Winners | 151 | 128 | 171 | 151 | 128 | 171 |
Avg Bars in Losers | 58 | 57 | 60 | 58 | 57 | 60 |
Bars Traded | 19933 | 8823 | 11110 | 19933 | 8823 | 11110 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376450 | 277827 | -34456 | 296728 | 280029 | -237900 |
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{ "first_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 89, "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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