Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1914310.2062 | 1955940.5714 | -41630.3653 | 238313.2356 | 173426.8866 | 64886.3489 |
Total P&L (%) | 1914.3102 | 1955.9406 | -41.6304 | 238.3132 | 173.4269 | 64.8863 |
Avg Daily Profit (%) | 1.0658 | 1.089 | -0.0232 | 0.0679 | 0.056 | 0.0278 |
Buy And Hold Return (%) | 388.9343 | 388.9343 | 388.9343 | 388.9343 | 388.9343 | 388.9343 |
Max Trade Drawdown | -112211 | -126039 | -190486 | -542448 | -842130 | -598988 |
Profit Factor | 3.3522 | 6.0474 | 0.9024 | 1.0787 | 1.1046 | 1.0473 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 38.4615 | 36.5385 | 40.3846 | 38.4615 | 36.5385 | 40.3846 |
Ratio Avg Win / Avg Loss | 5.3635 | 10.5033 | 1.332 | 1.7259 | 1.9185 | 1.546 |
Largest Winning Trade | 1832092 | 1832092 | 62348 | 731332 | 731332 | 232957 |
Largest Losing Trade | -46412 | -32265 | -46412 | -218817 | -195723 | -218817 |
Avg Bars in Trades | 101 | 97 | 105 | 101 | 97 | 105 |
Avg Bars in Winners | 188 | 180 | 195 | 188 | 180 | 195 |
Avg Bars in Losers | 47 | 49 | 44 | 47 | 49 | 44 |
Bars Traded | 10558 | 5070 | 5488 | 10558 | 5070 | 5488 |
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 | 510954 | -164659 | -762905 | -405179 | -573544 | -672630 |
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{ "first_band": { "type": "t3", "factors": { "length": 126, "offset": 0, "a": 0.72537 } }, "second_band": { "type": "dema", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 126, "offset": 0, "a": 0.72537 } }, "second_band": { "type": "dema", "factors": { "length": 33, "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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