Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2198803.7073 | 2098875.8363 | 99927.871 | 7979411.2118 | 10526378.7412 | -2546967.5294 |
Total P&L (%) | 2198.8037 | 2098.8758 | 99.9279 | 7979.4112 | 10526.3787 | -2546.9675 |
Avg Daily Profit (%) | 0.9937 | 0.9486 | 0.0452 | 0.1987 | 0.2111 | 0 |
Buy And Hold Return (%) | 824.739 | 824.739 | 824.739 | 824.739 | 824.739 | 824.739 |
Max Trade Drawdown | -97049 | -62079 | -69272 | -10879631 | -7151443 | -8247330 |
Profit Factor | 4.9473 | 9.1076 | 1.3351 | 1.1579 | 1.453 | 0.9067 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 36.7089 | 37.5 | 35.8974 | 36.7089 | 37.5 | 35.8974 |
Ratio Avg Win / Avg Loss | 8.5298 | 15.1794 | 2.3842 | 1.9964 | 2.4217 | 1.6191 |
Largest Winning Trade | 1839118 | 1839118 | 53438 | 10355753 | 10355753 | 5683489 |
Largest Losing Trade | -41889 | -27786 | -41889 | -4573864 | -3204929 | -4573864 |
Avg Bars in Trades | 82 | 73 | 91 | 82 | 73 | 91 |
Avg Bars in Winners | 171 | 142 | 203 | 171 | 142 | 203 |
Avg Bars in Losers | 30 | 31 | 29 | 30 | 31 | 29 |
Bars Traded | 6510 | 2928 | 3583 | 6510 | 2928 | 3583 |
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 | -18763 | 485086 | -302422 | -74126 | 195463 | -583463 |
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{ "first_band": { "type": "t3", "factors": { "length": 31, "offset": 0, "a": 0.29942 } }, "second_band": { "type": "dema", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 31, "offset": 0, "a": 0.29942 } }, "second_band": { "type": "dema", "factors": { "length": 67, "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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