Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1850198.3235 | 1745267.2029 | 104931.1206 | -14682.565 | 4800273.7294 | -4814956.2944 |
Total P&L (%) | 1850.1983 | 1745.2672 | 104.9311 | -14.6826 | 4800.2737 | -4814.9563 |
Avg Daily Profit (%) | 0.8019 | 0.7565 | 0.0455 | -0.0069 | 0.1688 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131776 | -41382 | -114450 | -12691402 | -2209857 | -10997623 |
Profit Factor | 4.7129 | 15.3684 | 1.2784 | 0.9994 | 1.81 | 0.7396 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 49.2063 | 53.125 | 45.1613 | 49.2063 | 53.125 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.8649 | 13.5603 | 1.5524 | 1.0316 | 1.597 | 0.8981 |
Largest Winning Trade | 1487063 | 1487063 | 80399 | 3373770 | 2613181 | 3373770 |
Largest Losing Trade | -99486 | -19772 | -99486 | -8908805 | -1876607 | -8908805 |
Avg Bars in Trades | 193 | 115 | 273 | 193 | 115 | 273 |
Avg Bars in Winners | 316 | 173 | 490 | 316 | 173 | 490 |
Avg Bars in Losers | 73 | 50 | 94 | 73 | 50 | 94 |
Bars Traded | 12175 | 3705 | 8470 | 12175 | 3705 | 8470 |
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 | -130556 | 781011 | -133024 | -730419 | 416792 | -582699 |
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{ "first_band": { "type": "t3", "factors": { "length": 29, "offset": 161, "a": 0.60197 } }, "second_band": { "type": "dcl", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 29, "offset": 161, "a": 0.60197 } }, "second_band": { "type": "dcl", "factors": { "length": 55, "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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