Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 801829.9991 | 542959.6333 | 258870.3658 | 2342908.5815 | -761019.8398 | 3103928.4213 |
Total P&L (%) | 801.83 | 542.9596 | 258.8704 | 2342.9086 | -761.0198 | 3103.9284 |
Avg Daily Profit (%) | 0.4442 | 0.3008 | 0.1434 | 0.1772 | 0 | 0.1922 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80306 | -91745 | -39780 | -2515409 | -2495203 | -1136985 |
Profit Factor | 2.8299 | 2.9124 | 2.6782 | 1.2301 | 0.8822 | 1.8335 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 33 | 11 | 22 | 33 | 11 | 22 |
Losing Trades | 56 | 34 | 22 | 56 | 34 | 22 |
Profitability (%) | 37.0787 | 24.4444 | 50 | 37.0787 | 24.4444 | 50 |
Ratio Avg Win / Avg Loss | 4.8023 | 9.0019 | 2.6782 | 2.0875 | 2.7267 | 1.8335 |
Largest Winning Trade | 528709 | 528709 | 68300 | 1154571 | 1154571 | 1118163 |
Largest Losing Trade | -22936 | -22936 | -17863 | -579324 | -579324 | -447105 |
Avg Bars in Trades | 78 | 67 | 90 | 78 | 67 | 90 |
Avg Bars in Winners | 157 | 169 | 150 | 157 | 169 | 150 |
Avg Bars in Losers | 32 | 34 | 29 | 32 | 34 | 29 |
Bars Traded | 7025 | 3055 | 3970 | 7025 | 3055 | 3970 |
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 | 386607 | -17737 | 128154 | 137634 | -610197 | 414310 |
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{ "first_band": { "type": "t3", "factors": { "length": 99, "offset": 0, "a": 0.65356 } }, "second_band": { "type": "dema", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 99, "offset": 0, "a": 0.65356 } }, "second_band": { "type": "dema", "factors": { "length": 23, "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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