Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536180.7764 | 467686.4354 | 68494.341 | 263039.9413 | 400003.5514 | -136963.6101 |
Total P&L (%) | 536.1808 | 467.6864 | 68.4943 | 263.0399 | 400.0036 | -136.9636 |
Avg Daily Profit (%) | 0.2864 | 0.2498 | 0.0366 | 0.0689 | 0.086 | 0 |
Buy And Hold Return (%) | 62.6555 | 62.6555 | 62.6555 | 62.6555 | 62.6555 | 62.6555 |
Max Trade Drawdown | -145678 | -105673 | -124039 | -366898 | -156666 | -281307 |
Profit Factor | 1.784 | 2.3936 | 1.1967 | 1.2562 | 1.9309 | 0.7706 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 51.4019 | 53.7037 | 49.0566 | 51.4019 | 53.7037 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.6867 | 2.0635 | 1.2427 | 1.1877 | 1.6645 | 0.8002 |
Largest Winning Trade | 205271 | 205271 | 53223 | 205271 | 205271 | 65288 |
Largest Losing Trade | -62215 | -57975 | -62215 | -145959 | -75172 | -145959 |
Avg Bars in Trades | 49 | 62 | 36 | 49 | 62 | 36 |
Avg Bars in Winners | 63 | 78 | 46 | 63 | 78 | 46 |
Avg Bars in Losers | 34 | 44 | 25 | 34 | 44 | 25 |
Bars Traded | 5298 | 3390 | 1908 | 5298 | 3390 | 1908 |
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 | 454523 | -166968 | -465443 | -102720 | -254463 | -761200 |
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{ "first_band": { "type": "tema", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "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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