Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945084.4639 | 837740.5052 | 107343.9587 | 589157.2574 | 289749.3849 | 299407.8725 |
Total P&L (%) | 945.0845 | 837.7405 | 107.344 | 589.1573 | 289.7494 | 299.4079 |
Avg Daily Profit (%) | 0.4074 | 0.3611 | 0.0463 | 0.0832 | 0.0587 | 0.0597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173411 | -103384 | -217213 | -1241707 | -1213084 | -587628 |
Profit Factor | 1.5792 | 2.0065 | 1.1343 | 1.0861 | 1.0813 | 1.0913 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 127 | 51 | 76 | 127 | 51 | 76 |
Losing Trades | 271 | 148 | 123 | 271 | 148 | 123 |
Profitability (%) | 31.9095 | 25.6281 | 38.191 | 31.9095 | 25.6281 | 38.191 |
Ratio Avg Win / Avg Loss | 3.3698 | 5.8228 | 1.8358 | 2.3176 | 3.138 | 1.7662 |
Largest Winning Trade | 464288 | 464288 | 67256 | 1014024 | 1014024 | 271295 |
Largest Losing Trade | -37456 | -21808 | -37456 | -395245 | -207034 | -395245 |
Avg Bars in Trades | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Winners | 37 | 37 | 38 | 37 | 37 | 38 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 6890 | 3047 | 3843 | 6890 | 3047 | 3843 |
Profit Streak | 17.0488 | 0 | 19.0488 | 17.0488 | 0 | 19.0488 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309777 | -13054 | -206080 | -210226 | -270848 | -235472 |
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{ "first_band": { "type": "t3", "factors": { "length": 9, "offset": 0, "a": 0.4886 } }, "second_band": { "type": "dema", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 9, "offset": 0, "a": 0.4886 } }, "second_band": { "type": "dema", "factors": { "length": 20, "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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