Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557585.0456 | 642650.0336 | -85064.988 | -78874.9519 | 336966.9395 | -415841.8914 |
Total P&L (%) | 557.585 | 642.65 | -85.065 | -78.875 | 336.9669 | -415.8419 |
Avg Daily Profit (%) | 0.2987 | 0.3443 | -0.0456 | -0.0833 | 0.079 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -337839 | -166586 | -196706 | -645636 | -238062 | -443009 |
Profit Factor | 1.5892 | 2.2079 | 0.7947 | 0.8994 | 2.0419 | 0.0967 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 40.9091 | 41.8182 | 40 | 40.9091 | 41.8182 | 40 |
Ratio Avg Win / Avg Loss | 2.2955 | 3.0718 | 1.192 | 1.2991 | 2.841 | 0.1451 |
Largest Winning Trade | 464848 | 464848 | 45445 | 532611 | 532611 | 14577 |
Largest Losing Trade | -58082 | -44737 | -58082 | -146847 | -146847 | -125825 |
Avg Bars in Trades | 65 | 83 | 47 | 65 | 83 | 47 |
Avg Bars in Winners | 97 | 128 | 64 | 97 | 128 | 64 |
Avg Bars in Losers | 43 | 51 | 36 | 43 | 51 | 36 |
Bars Traded | 7215 | 4598 | 2618 | 7215 | 4598 | 2618 |
Profit Streak | 32.5095 | 32.5095 | 121.2595 | 32.5095 | 32.5095 | 121.2595 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345495 | -169224 | -761703 | -581357 | -266249 | -763370 |
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{ "first_band": { "type": "t3", "factors": { "length": 126, "offset": 0, "a": 0.75527 } }, "second_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 126, "offset": 0, "a": 0.75527 } }, "second_band": { "type": "dcm", "factors": { "length": 147, "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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