Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419938.1274 | 380950.1957 | 38987.9316 | 30399.1923 | 334708.6564 | -304309.4641 |
Total P&L (%) | 419.9381 | 380.9502 | 38.9879 | 30.3992 | 334.7087 | -304.3095 |
Avg Daily Profit (%) | 0.2234 | 0.2027 | 0.0207 | 0.0141 | 0.0782 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177445 | -137183 | -89860 | -630292 | -343124 | -360831 |
Profit Factor | 1.6995 | 2.3988 | 1.1189 | 1.0208 | 1.5801 | 0.6553 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 53.5211 | 55.5556 | 51.4286 | 53.5211 | 55.5556 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.4759 | 1.919 | 1.0567 | 0.8865 | 1.2641 | 0.6189 |
Largest Winning Trade | 187416 | 187416 | 43019 | 375042 | 375042 | 76160 |
Largest Losing Trade | -75710 | -41282 | -75710 | -360831 | -195152 | -360831 |
Avg Bars in Trades | 146 | 122 | 171 | 146 | 122 | 171 |
Avg Bars in Winners | 165 | 111 | 224 | 165 | 111 | 224 |
Avg Bars in Losers | 125 | 135 | 116 | 125 | 135 | 116 |
Bars Traded | 10423 | 4413 | 6010 | 10423 | 4413 | 6010 |
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 | -80613 | 465534 | -257055 | -466883 | -86022 | -580602 |
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{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 237, "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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