Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1056949.035 | 1072560.5152 | -15611.4802 | 283414.0769 | 846229.0184 | -562814.9415 |
Total P&L (%) | 1056.949 | 1072.5605 | -15.6115 | 283.4141 | 846.229 | -562.8149 |
Avg Daily Profit (%) | 0.4225 | 0.4287 | -0.0062 | 0.0537 | 0.0899 | 0 |
Buy And Hold Return (%) | 425.9804 | 425.9804 | 425.9804 | 425.9804 | 425.9804 | 425.9804 |
Max Trade Drawdown | -119263 | -65799 | -84116 | -1201496 | -496900 | -1177471 |
Profit Factor | 2.8835 | 5.1983 | 0.9489 | 1.0817 | 1.6279 | 0.7345 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 49.1228 | 51.7241 | 46.4286 | 49.1228 | 51.7241 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.9865 | 4.8518 | 1.0949 | 1.1204 | 1.5194 | 0.8475 |
Largest Winning Trade | 763362 | 763362 | 56459 | 874836 | 874836 | 446634 |
Largest Losing Trade | -69661 | -38313 | -69661 | -1078471 | -304083 | -1078471 |
Avg Bars in Trades | 128 | 138 | 117 | 128 | 138 | 117 |
Avg Bars in Winners | 188 | 185 | 191 | 188 | 185 | 191 |
Avg Bars in Losers | 71 | 89 | 54 | 71 | 89 | 54 |
Bars Traded | 7331 | 4030 | 3302 | 7331 | 4030 | 3302 |
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 | -168077 | 524229 | -601555 | -597400 | -76287 | -603222 |
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{ "first_band": { "type": "t3", "factors": { "length": 129, "offset": 0, "a": 0.64426 } }, "second_band": { "type": "dcm", "factors": { "length": 81, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 129, "offset": 0, "a": 0.64426 } }, "second_band": { "type": "dcm", "factors": { "length": 81, "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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