Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1301578.7314 | 1256922.1248 | 44656.6066 | 23845707.8078 | 20767019.6004 | 3078688.2075 |
Total P&L (%) | 1301.5787 | 1256.9221 | 44.6566 | 23845.7078 | 20767.0196 | 3078.6882 |
Avg Daily Profit (%) | 0.5731 | 0.5535 | 0.0197 | 0.2415 | 0.2354 | 0.1524 |
Buy And Hold Return (%) | 8183.049 | 8183.049 | 8183.049 | 8183.049 | 8183.049 | 8183.049 |
Max Trade Drawdown | -99166 | -81355 | -104787 | -11077718 | -7873172 | -3451812 |
Profit Factor | 3.8899 | 6.6128 | 1.1972 | 1.913 | 2.1608 | 1.3741 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 53.8462 | 58.9744 | 48.7179 | 53.8462 | 58.9744 | 48.7179 |
Ratio Avg Win / Avg Loss | 3.3342 | 4.6002 | 1.2602 | 1.6397 | 1.5032 | 1.4464 |
Largest Winning Trade | 345973 | 345973 | 41251 | 14931356 | 14931356 | 5260201 |
Largest Losing Trade | -54573 | -34278 | -54573 | -6725131 | -6725131 | -2403434 |
Avg Bars in Trades | 168 | 195 | 140 | 168 | 195 | 140 |
Avg Bars in Winners | 233 | 261 | 199 | 233 | 261 | 199 |
Avg Bars in Losers | 92 | 100 | 85 | 92 | 100 | 85 |
Bars Traded | 13116 | 7620 | 5496 | 13116 | 7620 | 5496 |
Profit Streak | 0 | 233.6112 | 0 | 0 | 233.6112 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -185849 | -144033 | -336448 | -29441 | 399103 | -158087 |
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{ "first_band": { "type": "t3", "factors": { "length": 164, "offset": 0, "a": 0.76719 } }, "second_band": { "type": "dcm", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 164, "offset": 0, "a": 0.76719 } }, "second_band": { "type": "dcm", "factors": { "length": 111, "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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