Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562693.9443 | 557807.5553 | 4886.389 | 1739.7606 | 380963.4522 | -379223.6916 |
Total P&L (%) | 562.6939 | 557.8076 | 4.8864 | 1.7398 | 380.9635 | -379.2237 |
Avg Daily Profit (%) | 0.2368 | 0.2348 | 0.0021 | 0.0007 | 0.0661 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167523 | -119563 | -201649 | -525322 | -350322 | -611628 |
Profit Factor | 1.5153 | 2.0498 | 1.0087 | 1.0008 | 1.3666 | 0.6815 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 46.6165 | 44.7761 | 48.4848 | 46.6165 | 44.7761 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.7353 | 2.5281 | 1.0718 | 1.1461 | 1.6854 | 0.7241 |
Largest Winning Trade | 169554 | 169554 | 62999 | 163926 | 163926 | 138699 |
Largest Losing Trade | -64180 | -47055 | -64180 | -217369 | -217369 | -173232 |
Avg Bars in Trades | 34 | 41 | 28 | 34 | 41 | 28 |
Avg Bars in Winners | 46 | 54 | 38 | 46 | 54 | 38 |
Avg Bars in Losers | 25 | 30 | 18 | 25 | 30 | 18 |
Bars Traded | 4646 | 2770 | 1876 | 4646 | 2770 | 1876 |
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 | 356389 | -106758 | -691272 | -578248 | -222027 | -705269 |
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{ "first_band": { "type": "dema", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 12, "offset": 0, "a": 0.77772 } } }
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# | 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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