Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803596.2888 | 690272.0227 | 113324.266 | 655324.2334 | -8164.4698 | 663488.7032 |
Total P&L (%) | 803.5963 | 690.272 | 113.3243 | 655.3242 | -8.1645 | 663.4887 |
Avg Daily Profit (%) | 0.431 | 0.3703 | 0.0608 | 0.1085 | -0.0046 | 0.1091 |
Buy And Hold Return (%) | 25.3246 | 25.3246 | 25.3246 | 25.3246 | 25.3246 | 25.3246 |
Max Trade Drawdown | -86706 | -106537 | -115594 | -424182 | -331596 | -155843 |
Profit Factor | 2.6126 | 3.821 | 1.4468 | 1.405 | 0.9919 | 2.0854 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 52.1739 | 52.9412 | 51.4286 | 52.1739 | 52.9412 | 51.4286 |
Ratio Avg Win / Avg Loss | 2.3949 | 3.3965 | 1.3664 | 1.2879 | 0.8817 | 1.9695 |
Largest Winning Trade | 405671 | 405671 | 59321 | 216171 | 203854 | 216171 |
Largest Losing Trade | -82040 | -37456 | -82040 | -192814 | -192814 | -155843 |
Avg Bars in Trades | 78 | 55 | 100 | 78 | 55 | 100 |
Avg Bars in Winners | 98 | 60 | 136 | 98 | 60 | 136 |
Avg Bars in Losers | 55 | 49 | 62 | 55 | 49 | 62 |
Bars Traded | 5396 | 1876 | 3520 | 5396 | 1876 | 3520 |
Profit Streak | 56.5722 | 0 | 58.5722 | 56.5722 | 0 | 58.5722 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90161 | 604342 | -111841 | -152134 | -580413 | -42232 |
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{ "first_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 172, "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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