Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1188514.3446 | 972216.3172 | 216298.0274 | 48383055.333 | 19067103.4014 | 29315951.9316 |
Total P&L (%) | 1188.5143 | 972.2163 | 216.298 | 48383.0553 | 19067.1034 | 29315.9519 |
Avg Daily Profit (%) | 0.4749 | 0.3885 | 0.0864 | 0.2474 | 0.2102 | 0.2274 |
Buy And Hold Return (%) | 347.5237 | 347.5237 | 347.5237 | 347.5237 | 347.5237 | 347.5237 |
Max Trade Drawdown | -61812 | -49807 | -68333 | -33802850 | -17180138 | -16622711 |
Profit Factor | 2.7544 | 4.0553 | 1.6021 | 1.627 | 1.4904 | 1.7657 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 49.3243 | 50 | 48.6486 | 49.3243 | 50 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.8298 | 4.0553 | 1.6911 | 1.6716 | 1.4904 | 1.8638 |
Largest Winning Trade | 355983 | 355983 | 61024 | 13053813 | 10161091 | 13053813 |
Largest Losing Trade | -28899 | -28899 | -25308 | -7136389 | -5402710 | -7136389 |
Avg Bars in Trades | 66 | 58 | 74 | 66 | 58 | 74 |
Avg Bars in Winners | 94 | 79 | 109 | 94 | 79 | 109 |
Avg Bars in Losers | 38 | 36 | 40 | 38 | 36 | 40 |
Bars Traded | 9801 | 4307 | 5494 | 9801 | 4307 | 5494 |
Profit Streak | 18.3 | 0 | 23.05 | 18.3 | 0 | 23.05 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489504 | -50998 | -304756 | 439743 | -55085 | -52817 |
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{ "first_band": { "type": "dcm", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 95, "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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