Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317947.7654 | 323298.787 | -5351.0216 | 23659.1864 | 91355.5364 | -67696.35 |
Total P&L (%) | 317.9478 | 323.2988 | -5.351 | 23.6592 | 91.3555 | -67.6964 |
Avg Daily Profit (%) | 0.172 | 0.1749 | -0.0029 | 0.0115 | 0.0351 | -0.0611 |
Buy And Hold Return (%) | 108.3115 | 108.3115 | 108.3115 | 108.3115 | 108.3115 | 108.3115 |
Max Trade Drawdown | -112582 | -98926 | -70834 | -56346 | -35658 | -29865 |
Profit Factor | 1.7213 | 3.2274 | 0.9819 | 1.1164 | 2.9398 | 0.5667 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 55.8824 | 58.8235 | 52.9412 | 55.8824 | 58.8235 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.3589 | 2.2592 | 0.8728 | 0.8813 | 2.0579 | 0.5038 |
Largest Winning Trade | 192398 | 192398 | 40491 | 45832 | 45832 | 16576 |
Largest Losing Trade | -82131 | -27851 | -82131 | -82131 | -15966 | -82131 |
Avg Bars in Trades | 100 | 93 | 108 | 100 | 93 | 108 |
Avg Bars in Winners | 97 | 86 | 108 | 97 | 86 | 108 |
Avg Bars in Losers | 105 | 104 | 107 | 105 | 104 | 107 |
Bars Traded | 6859 | 3187 | 3672 | 6859 | 3187 | 3672 |
Profit Streak | 377.0137 | 463.0137 | 377.0137 | 377.0137 | 463.0137 | 377.0137 |
Trades During Streak | 13 | 11 | 6 | 13 | 11 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104854 | 469903 | -579014 | -548687 | -303544 | -579014 |
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{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 239, "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) |
---|