Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294947.8161 | 295358.2718 | -410.4557 | -93337.2195 | -88236.6386 | -5100.581 |
Total P&L (%) | 294.9478 | 295.3583 | -0.4105 | -93.3372 | -88.2366 | -5.1006 |
Avg Daily Profit (%) | 0.1627 | 0.1629 | -0.0002 | -0.1493 | -0.118 | -0.0029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -284358 | -283832 | -37343 | -497413 | -497124 | -43567 |
Profit Factor | 1.2312 | 1.2782 | 0.9981 | 0.9112 | 0.9014 | 0.9672 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 174 | 75 | 99 | 174 | 75 | 99 |
Losing Trades | 185 | 104 | 81 | 185 | 104 | 81 |
Profitability (%) | 48.468 | 41.8994 | 55 | 48.468 | 41.8994 | 55 |
Ratio Avg Win / Avg Loss | 1.309 | 1.7724 | 0.8166 | 0.9688 | 1.2499 | 0.7914 |
Largest Winning Trade | 412632 | 412632 | 13633 | 403958 | 403958 | 28417 |
Largest Losing Trade | -53669 | -53669 | -12665 | -188689 | -188689 | -43308 |
Avg Bars in Trades | 60 | 113 | 7 | 60 | 113 | 7 |
Avg Bars in Winners | 51 | 112 | 6 | 51 | 112 | 6 |
Avg Bars in Losers | 67 | 114 | 8 | 67 | 114 | 8 |
Bars Traded | 21581 | 20321 | 1260 | 21581 | 20321 | 1260 |
Profit Streak | 4.7943 | 0 | 83.5443 | 4.7943 | 0 | 83.5443 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315728 | 201507 | -578054 | -578973 | -581879 | -578054 |
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{ "first_band": { "type": "dcl", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 31, "offset": 0, "a": 0.79276 } } }
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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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