Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93774.5821 | 73253.0863 | 20521.4958 | 3251.6051 | -45658.958 | 48910.5631 |
Total P&L (%) | 93.7746 | 73.2531 | 20.5215 | 3.2516 | -45.659 | 48.9106 |
Avg Daily Profit (%) | 0.18 | 0.1406 | 0.0394 | 0.0061 | -0.117 | 0.0765 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73478 | -74276 | -22924 | -184629 | -198229 | -31882 |
Profit Factor | 1.3499 | 1.3703 | 1.2924 | 1.0072 | 0.8752 | 1.5523 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 56.4706 | 52.381 | 60.4651 | 56.4706 | 52.381 | 60.4651 |
Ratio Avg Win / Avg Loss | 1.0406 | 1.2457 | 0.845 | 0.7763 | 0.7956 | 1.015 |
Largest Winning Trade | 112672 | 112672 | 9656 | 110125 | 110125 | 23181 |
Largest Losing Trade | -48449 | -48449 | -20005 | -128887 | -128887 | -21975 |
Avg Bars in Trades | 280 | 497 | 68 | 280 | 497 | 68 |
Avg Bars in Winners | 146 | 244 | 64 | 146 | 244 | 64 |
Avg Bars in Losers | 453 | 775 | 74 | 453 | 775 | 74 |
Bars Traded | 23817 | 20888 | 2930 | 23817 | 20888 | 2930 |
Profit Streak | 17.0617 | 0 | 17.1867 | 17.0617 | 0 | 17.1867 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320649 | -4980 | -147032 | -563648 | -580994 | -89230 |
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{ "first_band": { "type": "dcl", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 154, "offset": 0, "a": 0.01369 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 154, "offset": 0, "a": 0.01369 } } }
# | 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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