Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632420.8308 | 552076.3179 | 80344.5129 | 456268.9715 | 120658.8634 | 335610.1081 |
Total P&L (%) | 632.4208 | 552.0763 | 80.3445 | 456.269 | 120.6589 | 335.6101 |
Avg Daily Profit (%) | 0.3395 | 0.2964 | 0.0431 | 0.0922 | 0.0425 | 0.079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89474 | -61896 | -79483 | -393488 | -389042 | -224616 |
Profit Factor | 2.4598 | 3.3897 | 1.3973 | 1.2491 | 1.1227 | 1.3956 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 41.5385 | 34.375 | 48.4848 | 41.5385 | 34.375 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.462 | 6.4713 | 1.4847 | 1.7579 | 2.1433 | 1.4828 |
Largest Winning Trade | 531333 | 531333 | 54184 | 334413 | 334413 | 202261 |
Largest Losing Trade | -36979 | -36979 | -29278 | -226021 | -226021 | -224616 |
Avg Bars in Trades | 166 | 131 | 200 | 166 | 131 | 200 |
Avg Bars in Winners | 303 | 245 | 343 | 303 | 245 | 343 |
Avg Bars in Losers | 69 | 72 | 66 | 69 | 72 | 66 |
Bars Traded | 10831 | 4209 | 6622 | 10831 | 4209 | 6622 |
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 | -125650 | 332451 | -135234 | -208604 | -226734 | -87381 |
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{ "first_band": { "type": "t3", "factors": { "length": 116, "offset": 0, "a": 0.65367 } }, "second_band": { "type": "dema", "factors": { "length": 249, "offset": 0 } } }
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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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