Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603098.8955 | 521833.3466 | 81265.5489 | 632103.4312 | 550849.4806 | 81253.9507 |
Total P&L (%) | 603.0989 | 521.8333 | 81.2655 | 632.1034 | 550.8495 | 81.254 |
Avg Daily Profit (%) | 0.3204 | 0.2772 | 0.0432 | 0.1058 | 0.0996 | 0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124972 | -80195 | -132285 | -133052 | -72458 | -134276 |
Profit Factor | 2.0844 | 3.1423 | 1.26 | 2.0482 | 3.2236 | 1.2287 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 45.8333 | 44.4444 | 47.2222 | 45.8333 | 44.4444 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.4634 | 3.9279 | 1.4082 | 2.4206 | 4.0294 | 1.3732 |
Largest Winning Trade | 276924 | 276924 | 51609 | 224057 | 224057 | 157390 |
Largest Losing Trade | -47728 | -40293 | -47728 | -51322 | -49438 | -51322 |
Avg Bars in Trades | 74 | 62 | 86 | 74 | 62 | 86 |
Avg Bars in Winners | 110 | 89 | 130 | 110 | 89 | 130 |
Avg Bars in Losers | 44 | 41 | 47 | 44 | 41 | 47 |
Bars Traded | 5372 | 2249 | 3123 | 5372 | 2249 | 3123 |
Profit Streak | 53.943 | 0 | 84.943 | 53.943 | 0 | 84.943 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71805 | 451434 | -135927 | -132243 | -55644 | -151549 |
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{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 62, "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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