Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421979.6465 | 323077.1681 | 98902.4784 | -30082.9991 | 40915.7424 | -70998.7415 |
Total P&L (%) | 421.9796 | 323.0772 | 98.9025 | -30.083 | 40.9157 | -70.9987 |
Avg Daily Profit (%) | 0.2643 | 0.2024 | 0.062 | -0.0224 | 0.0215 | -0.0775 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113163 | -119215 | -100198 | -84698 | -37848 | -94867 |
Profit Factor | 1.7094 | 2.0598 | 1.341 | 0.9207 | 1.2651 | 0.6843 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 60.9756 | 60.9756 | 60.9756 | 60.9756 | 60.9756 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.094 | 1.3183 | 0.8582 | 0.5892 | 0.8097 | 0.4379 |
Largest Winning Trade | 249518 | 249518 | 49507 | 30186 | 30186 | 20933 |
Largest Losing Trade | -89654 | -64811 | -89654 | -71132 | -25977 | -71132 |
Avg Bars in Trades | 55 | 76 | 35 | 55 | 76 | 35 |
Avg Bars in Winners | 46 | 64 | 29 | 46 | 64 | 29 |
Avg Bars in Losers | 69 | 94 | 44 | 69 | 94 | 44 |
Bars Traded | 4562 | 3119 | 1443 | 4562 | 3119 | 1443 |
Profit Streak | 79.7869 | 80.7869 | 79.7869 | 79.7869 | 80.7869 | 79.7869 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 168621 | 477789 | -109108 | -586393 | -165265 | -578356 |
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{ "first_band": { "type": "tema", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "tema", "factors": { "length": 86, "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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