Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926088.6294 | 754936.7714 | 171151.858 | 2014972.2611 | -566983.077 | 2581955.3382 |
Total P&L (%) | 926.0886 | 754.9368 | 171.1519 | 2014.9723 | -566.9831 | 2581.9553 |
Avg Daily Profit (%) | 0.4798 | 0.3911 | 0.0887 | 0.1582 | 0 | 0.1705 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98386 | -101615 | -52066 | -5319393 | -4340052 | -2508002 |
Profit Factor | 2.7779 | 3.3936 | 1.8328 | 1.1853 | 0.9114 | 1.5775 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 49.2537 | 38.2353 | 60.6061 | 49.2537 | 38.2353 | 60.6061 |
Ratio Avg Win / Avg Loss | 2.862 | 5.482 | 1.1913 | 1.2212 | 1.4723 | 1.0254 |
Largest Winning Trade | 503072 | 503072 | 47440 | 2947616 | 2947616 | 1648504 |
Largest Losing Trade | -53013 | -30012 | -53013 | -2231204 | -2231204 | -1557075 |
Avg Bars in Trades | 166 | 123 | 212 | 166 | 123 | 212 |
Avg Bars in Winners | 270 | 222 | 301 | 270 | 222 | 301 |
Avg Bars in Losers | 66 | 61 | 75 | 66 | 61 | 75 |
Bars Traded | 11183 | 4184 | 6999 | 11183 | 4184 | 6999 |
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 | -105559 | 416459 | -70869 | -130280 | -583703 | 392972 |
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{ "first_band": { "type": "t3", "factors": { "length": 97, "offset": 0, "a": 0.62601 } }, "second_band": { "type": "dema", "factors": { "length": 238, "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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