Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654014.3652 | 532549.1302 | 121465.235 | 235541.8754 | -148440.9827 | 383982.8581 |
Total P&L (%) | 654.0144 | 532.5491 | 121.4652 | 235.5419 | -148.441 | 383.9829 |
Avg Daily Profit (%) | 0.2776 | 0.2261 | 0.0516 | 0.0514 | 0 | 0.067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109524 | -66234 | -157568 | -374682 | -374055 | -211898 |
Profit Factor | 1.8438 | 2.4285 | 1.3019 | 1.1415 | 0.8492 | 1.5639 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 49.6063 | 45.3125 | 53.9683 | 49.6063 | 45.3125 | 53.9683 |
Ratio Avg Win / Avg Loss | 1.873 | 2.931 | 1.1105 | 1.1596 | 1.0248 | 1.3339 |
Largest Winning Trade | 213094 | 213094 | 64046 | 192071 | 147327 | 192071 |
Largest Losing Trade | -83910 | -35477 | -83910 | -133613 | -133613 | -80622 |
Avg Bars in Trades | 109 | 80 | 138 | 109 | 80 | 138 |
Avg Bars in Winners | 129 | 89 | 164 | 129 | 89 | 164 |
Avg Bars in Losers | 89 | 73 | 108 | 89 | 73 | 108 |
Bars Traded | 13907 | 5166 | 8741 | 13907 | 5166 | 8741 |
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 | 445805 | -128393 | -270131 | -189002 | -720392 | -247998 |
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{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 164, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 164, "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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