Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1850067.9751 | 1707455.5562 | 142612.4189 | 1401635.2145 | 89345.5959 | 1312289.6186 |
Total P&L (%) | 1850.068 | 1707.4556 | 142.6124 | 1401.6352 | 89.3456 | 1312.2896 |
Avg Daily Profit (%) | 0.7823 | 0.722 | 0.0603 | 0.1146 | 0.027 | 0.112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90288 | -123884 | -59014 | -5726614 | -6449532 | -3898533 |
Profit Factor | 4.6895 | 5.9151 | 1.9258 | 1.0828 | 1.0081 | 1.2239 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 48.2759 | 44.8276 | 51.7241 | 48.2759 | 44.8276 | 51.7241 |
Ratio Avg Win / Avg Loss | 5.0245 | 7.2801 | 1.7974 | 1.1601 | 1.2407 | 1.1423 |
Largest Winning Trade | 1676156 | 1676156 | 62052 | 3110204 | 3110204 | 2045097 |
Largest Losing Trade | -45456 | -45456 | -32862 | -2338156 | -1629614 | -2338156 |
Avg Bars in Trades | 79 | 116 | 41 | 79 | 116 | 41 |
Avg Bars in Winners | 109 | 170 | 56 | 109 | 170 | 56 |
Avg Bars in Losers | 50 | 73 | 24 | 50 | 73 | 24 |
Bars Traded | 4584 | 3390 | 1194 | 4584 | 3390 | 1194 |
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 | -159588 | 680343 | -108579 | -349238 | -370531 | -43242 |
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{ "first_band": { "type": "t3", "factors": { "length": 78, "offset": 0, "a": 0.73175 } }, "second_band": { "type": "dcu", "factors": { "length": 27, "offset": 0 } } }
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# | 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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