Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1678054.0264 | 1450339.5897 | 227714.4367 | 1755277.0137 | 444529.7838 | 1310747.2299 |
Total P&L (%) | 1678.054 | 1450.3396 | 227.7144 | 1755.277 | 444.5298 | 1310.7472 |
Avg Daily Profit (%) | 0.7066 | 0.6107 | 0.0959 | 0.1231 | 0.0714 | 0.1115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190323 | -112475 | -130730 | -51208195 | -32067957 | -36467338 |
Profit Factor | 3.9136 | 5.0764 | 2.0344 | 1.0217 | 1.0104 | 1.0342 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 44.9275 | 42.8571 | 47.0588 | 44.9275 | 42.8571 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.7973 | 6.7685 | 2.2887 | 1.2524 | 1.3473 | 1.1634 |
Largest Winning Trade | 973053 | 973053 | 56866 | 20946089 | 20946089 | 14374586 |
Largest Losing Trade | -90988 | -45362 | -90988 | -27962954 | -13113189 | -27962954 |
Avg Bars in Trades | 201 | 234 | 166 | 201 | 234 | 166 |
Avg Bars in Winners | 341 | 373 | 311 | 341 | 373 | 311 |
Avg Bars in Losers | 87 | 131 | 37 | 87 | 131 | 37 |
Bars Traded | 13896 | 8224 | 5672 | 13896 | 8224 | 5672 |
Profit Streak | 0 | 0 | 156.8773 | 0 | 0 | 156.8773 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88884 | 598018 | -61674 | -333232 | -309450 | -227233 |
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{ "first_band": { "type": "t3", "factors": { "length": 250, "offset": 0, "a": 0.78916 } }, "second_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 250, "offset": 0, "a": 0.78916 } }, "second_band": { "type": "dcm", "factors": { "length": 109, "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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