Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167680.6541 | 144787.3074 | 22893.3467 | -55267.9499 | -55205.4308 | -62.5191 |
Total P&L (%) | 167.6807 | 144.7873 | 22.8933 | -55.268 | -55.2054 | -0.0625 |
Avg Daily Profit (%) | 0.1632 | 0.1409 | 0.0223 | -0.0783 | -0.0781 | -0.0001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224867 | -163537 | -84228 | -240545 | -183135 | -84590 |
Profit Factor | 1.204 | 1.3057 | 1.0657 | 0.9342 | 0.8821 | 0.9998 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 52.5547 | 50 | 55.0725 | 52.5547 | 50 | 55.0725 |
Ratio Avg Win / Avg Loss | 1.087 | 1.3057 | 0.8694 | 0.8434 | 0.8821 | 0.8157 |
Largest Winning Trade | 103982 | 103982 | 24527 | 33433 | 33433 | 33312 |
Largest Losing Trade | -66810 | -66810 | -49400 | -84117 | -84117 | -72423 |
Avg Bars in Trades | 21 | 26 | 16 | 21 | 26 | 16 |
Avg Bars in Winners | 19 | 22 | 16 | 19 | 22 | 16 |
Avg Bars in Losers | 24 | 31 | 16 | 24 | 31 | 16 |
Bars Traded | 2956 | 1810 | 1146 | 2956 | 1810 | 1146 |
Profit Streak | 12.6117 | 0 | 57.2784 | 12.6117 | 0 | 57.2784 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302035 | -113675 | -417303 | -579192 | -689680 | -680124 |
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{ "first_band": { "type": "t3", "factors": { "length": 10, "offset": 0, "a": 0.39197 } }, "second_band": { "type": "dcm", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 10, "offset": 0, "a": 0.39197 } }, "second_band": { "type": "dcm", "factors": { "length": 38, "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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