Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672943.0387 | 637851.5874 | 35091.4512 | 558009.8236 | 624659.5534 | -66649.7298 |
Total P&L (%) | 672.943 | 637.8516 | 35.0915 | 558.0098 | 624.6596 | -66.6497 |
Avg Daily Profit (%) | 0.3648 | 0.3458 | 0.019 | 0.1022 | 0.1074 | -0.0595 |
Buy And Hold Return (%) | 188.9931 | 188.9931 | 188.9931 | 188.9931 | 188.9931 | 188.9931 |
Max Trade Drawdown | -124246 | -82129 | -64857 | -362772 | -241765 | -306482 |
Profit Factor | 2.4892 | 4.0317 | 1.1453 | 1.3646 | 1.9507 | 0.9237 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 46.5753 | 48.6486 | 44.4444 | 46.5753 | 48.6486 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.8552 | 4.2557 | 1.4316 | 1.5653 | 2.0591 | 1.1546 |
Largest Winning Trade | 526354 | 526354 | 59453 | 395097 | 395097 | 308229 |
Largest Losing Trade | -44181 | -44181 | -33014 | -267392 | -165908 | -267392 |
Avg Bars in Trades | 95 | 90 | 100 | 95 | 90 | 100 |
Avg Bars in Winners | 143 | 134 | 154 | 143 | 134 | 154 |
Avg Bars in Losers | 53 | 49 | 58 | 53 | 49 | 58 |
Bars Traded | 6988 | 3361 | 3628 | 6988 | 3361 | 3628 |
Profit Streak | 90.4087 | 103.9087 | 0 | 90.4087 | 103.9087 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65473 | 490736 | -396075 | -134759 | -48259 | -581273 |
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{ "first_band": { "type": "dcm", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 101, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 101, "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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