Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 730535.1079 | 563754.7161 | 166780.3918 | 1789165.3397 | 1928447.0835 | -139281.7437 |
Total P&L (%) | 730.5351 | 563.7547 | 166.7804 | 1789.1653 | 1928.4471 | -139.2817 |
Avg Daily Profit (%) | 0.3696 | 0.2852 | 0.0844 | 0.1488 | 0.1524 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116316 | -152193 | -116967 | -2160084 | -2501980 | -1748172 |
Profit Factor | 1.6865 | 2.0731 | 1.3095 | 1.1337 | 1.2866 | 0.9791 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Losing Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Profitability (%) | 49.763 | 49.0566 | 50.4762 | 49.763 | 49.0566 | 50.4762 |
Ratio Avg Win / Avg Loss | 1.7025 | 2.1528 | 1.2848 | 1.1445 | 1.3361 | 0.9606 |
Largest Winning Trade | 142604 | 142604 | 69302 | 1293670 | 1293670 | 929904 |
Largest Losing Trade | -70969 | -41583 | -70969 | -1495393 | -955169 | -1495393 |
Avg Bars in Trades | 36 | 28 | 45 | 36 | 28 | 45 |
Avg Bars in Winners | 47 | 33 | 59 | 47 | 33 | 59 |
Avg Bars in Losers | 26 | 23 | 29 | 26 | 23 | 29 |
Bars Traded | 7749 | 3021 | 4728 | 7749 | 3021 | 4728 |
Profit Streak | 0 | 0 | 556.7628 | 0 | 0 | 556.7628 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493002 | 444458 | -79031 | -66417 | 261788 | -579639 |
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{ "first_band": { "type": "dcm", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 63, "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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