Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223659.2133 | 159658.5514 | 64000.6619 | 214612.1384 | 259635.7205 | -45023.5821 |
Total P&L (%) | 223.6592 | 159.6586 | 64.0007 | 214.6121 | 259.6357 | -45.0236 |
Avg Daily Profit (%) | 0.2147 | 0.1533 | 0.0614 | 0.1101 | 0.1229 | -0.0574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94472 | -71855 | -75798 | -359849 | -230950 | -305191 |
Profit Factor | 1.3529 | 1.5082 | 1.2002 | 1.1419 | 1.363 | 0.9435 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 118 | 54 | 64 | 118 | 54 | 64 |
Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Profitability (%) | 48.5597 | 44.6281 | 52.459 | 48.5597 | 44.6281 | 52.459 |
Ratio Avg Win / Avg Loss | 1.4331 | 1.8713 | 1.0877 | 1.2097 | 1.6912 | 0.8551 |
Largest Winning Trade | 76760 | 76760 | 19855 | 224773 | 224773 | 58726 |
Largest Losing Trade | -20913 | -18145 | -20913 | -99758 | -70228 | -99758 |
Avg Bars in Trades | 101 | 106 | 96 | 101 | 106 | 96 |
Avg Bars in Winners | 126 | 133 | 120 | 126 | 133 | 120 |
Avg Bars in Losers | 77 | 84 | 69 | 77 | 84 | 69 |
Bars Traded | 24662 | 12891 | 11771 | 24662 | 12891 | 11771 |
Profit Streak | 16.6742 | 0 | 16.7159 | 16.6742 | 0 | 16.7159 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339774 | 265218 | -111150 | -109134 | -29617 | -580116 |
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{ "first_band": { "type": "t3", "factors": { "length": 137, "offset": 0, "a": 0.77065 } }, "second_band": { "type": "dcm", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 137, "offset": 0, "a": 0.77065 } }, "second_band": { "type": "dcm", "factors": { "length": 117, "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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