Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435879.1927 | 387745.4675 | 48133.7252 | 542590.353 | 409833.9942 | 132756.3588 |
Total P&L (%) | 435.8792 | 387.7455 | 48.1337 | 542.5904 | 409.834 | 132.7564 |
Avg Daily Profit (%) | 0.4184 | 0.3722 | 0.0462 | 0.1788 | 0.1565 | 0.0811 |
Buy And Hold Return (%) | 146.3415 | 146.3415 | 146.3415 | 146.3415 | 146.3415 | 146.3415 |
Max Trade Drawdown | -124063 | -114113 | -132214 | -1326711 | -1076667 | -895332 |
Profit Factor | 1.4801 | 1.7933 | 1.1149 | 1.0747 | 1.0992 | 1.0424 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 143 | 77 | 66 | 143 | 77 | 66 |
Losing Trades | 167 | 78 | 89 | 167 | 78 | 89 |
Profitability (%) | 46.129 | 49.6774 | 42.5806 | 46.129 | 49.6774 | 42.5806 |
Ratio Avg Win / Avg Loss | 1.7285 | 1.8166 | 1.5034 | 1.255 | 1.1134 | 1.4056 |
Largest Winning Trade | 188966 | 188966 | 30201 | 431565 | 431565 | 213298 |
Largest Losing Trade | -27366 | -22222 | -27366 | -298005 | -298005 | -224508 |
Avg Bars in Trades | 80 | 93 | 67 | 80 | 93 | 67 |
Avg Bars in Winners | 103 | 108 | 98 | 103 | 108 | 98 |
Avg Bars in Losers | 60 | 78 | 44 | 60 | 78 | 44 |
Bars Traded | 24853 | 14432 | 10421 | 24853 | 14432 | 10421 |
Profit Streak | 0 | 10.7207 | 0 | 0 | 10.7207 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315700 | 370777 | -392663 | -132912 | -106261 | -426971 |
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{ "first_band": { "type": "t3", "factors": { "length": 115, "offset": 0, "a": 0.91079 } }, "second_band": { "type": "dcm", "factors": { "length": 113, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 115, "offset": 0, "a": 0.91079 } }, "second_band": { "type": "dcm", "factors": { "length": 113, "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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