Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1226656.9466 | 944526.7232 | 282130.2233 | 30677438.1703 | 14083722.1135 | 16593716.0568 |
Total P&L (%) | 1226.6569 | 944.5267 | 282.1302 | 30677.4382 | 14083.7221 | 16593.7161 |
Avg Daily Profit (%) | 0.5131 | 0.3951 | 0.118 | 0.24 | 0.2075 | 0.2143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84406 | -66589 | -81648 | -28488165 | -22985967 | -27120437 |
Profit Factor | 2.0513 | 2.6902 | 1.4641 | 1.1537 | 1.1606 | 1.1483 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 134 | 62 | 72 | 134 | 62 | 72 |
Losing Trades | 128 | 69 | 59 | 128 | 69 | 59 |
Profitability (%) | 51.145 | 47.3282 | 54.9618 | 51.145 | 47.3282 | 54.9618 |
Ratio Avg Win / Avg Loss | 1.9595 | 2.9939 | 1.1997 | 1.102 | 1.2916 | 0.9409 |
Largest Winning Trade | 248648 | 248648 | 67821 | 16750658 | 15581731 | 16750658 |
Largest Losing Trade | -62183 | -35372 | -62183 | -11824311 | -5532429 | -11824311 |
Avg Bars in Trades | 53 | 39 | 68 | 53 | 39 | 68 |
Avg Bars in Winners | 63 | 42 | 81 | 63 | 42 | 81 |
Avg Bars in Losers | 44 | 37 | 52 | 44 | 37 | 52 |
Bars Traded | 14127 | 5193 | 8934 | 14127 | 5193 | 8934 |
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 | 580772 | 489306 | -33921 | -41577 | -37011 | -50506 |
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{ "first_band": { "type": "dcm", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 170, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 170, "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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