Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406571.7468 | 144465.9015 | 262105.8453 | 644216.1425 | -96439.1827 | 740655.3252 |
Total P&L (%) | 406.5717 | 144.4659 | 262.1058 | 644.2161 | -96.4392 | 740.6553 |
Avg Daily Profit (%) | 0.2677 | 0.0951 | 0.1726 | 0.1323 | -0.2194 | 0.1403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126064 | -93668 | -87209 | -904317 | -602028 | -318839 |
Profit Factor | 1.6677 | 1.574 | 1.7338 | 1.3271 | 0.9086 | 1.8103 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 53.9063 | 46.875 | 60.9375 | 53.9063 | 46.875 | 60.9375 |
Ratio Avg Win / Avg Loss | 1.426 | 1.7839 | 1.1114 | 1.1348 | 1.0298 | 1.1604 |
Largest Winning Trade | 71087 | 71087 | 39369 | 321328 | 283776 | 321328 |
Largest Losing Trade | -60348 | -25841 | -60348 | -251132 | -236850 | -251132 |
Avg Bars in Trades | 69 | 53 | 86 | 69 | 53 | 86 |
Avg Bars in Winners | 83 | 60 | 100 | 83 | 60 | 100 |
Avg Bars in Losers | 54 | 46 | 65 | 54 | 46 | 65 |
Bars Traded | 8955 | 3407 | 5548 | 8955 | 3407 | 5548 |
Profit Streak | 27.8017 | 35.4684 | 27.8017 | 27.8017 | 35.4684 | 27.8017 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452096 | -202505 | -127659 | -13492 | -718515 | -140237 |
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{ "first_band": { "type": "t3", "factors": { "length": 30, "offset": 0, "a": 0.60186 } }, "second_band": { "type": "dema", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 30, "offset": 0, "a": 0.60186 } }, "second_band": { "type": "dema", "factors": { "length": 127, "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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