Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206900.3527 | -21741.0455 | 228641.3982 | 24702.5734 | -186314.4631 | 211017.0365 |
Total P&L (%) | 206.9004 | -21.741 | 228.6414 | 24.7026 | -186.3145 | 211.017 |
Avg Daily Profit (%) | 0.1349 | -0.0142 | 0.1491 | 0.0144 | 0 | 0.074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161086 | -80029 | -128179 | -437493 | -219918 | -235148 |
Profit Factor | 1.2526 | 0.9469 | 1.558 | 1.0156 | 0.7564 | 1.2588 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 50.2857 | 46.5909 | 54.023 | 50.2857 | 46.5909 | 54.023 |
Ratio Avg Win / Avg Loss | 1.2384 | 1.0854 | 1.3259 | 1.0041 | 0.867 | 1.0713 |
Largest Winning Trade | 47215 | 43054 | 47215 | 129985 | 85926 | 129985 |
Largest Losing Trade | -49385 | -31207 | -49385 | -145495 | -72526 | -145495 |
Avg Bars in Trades | 50 | 37 | 64 | 50 | 37 | 64 |
Avg Bars in Winners | 51 | 31 | 69 | 51 | 31 | 69 |
Avg Bars in Losers | 49 | 42 | 58 | 49 | 42 | 58 |
Bars Traded | 8908 | 3270 | 5637 | 8908 | 3270 | 5637 |
Profit Streak | 43.697 | 43.697 | 50.5303 | 43.697 | 43.697 | 50.5303 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11216 | -580202 | 301438 | -378757 | -581869 | -93537 |
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{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 41, "offset": 0, "a": 0.68175 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 41, "offset": 0, "a": 0.68175 } } }
# | 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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