Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1365819.983 | 1306928.6337 | 58891.3493 | 443669.1096 | 555497.0424 | -111827.9328 |
Total P&L (%) | 1365.82 | 1306.9286 | 58.8913 | 443.6691 | 555.497 | -111.8279 |
Avg Daily Profit (%) | 0.7394 | 0.7076 | 0.0319 | 0.0917 | 0.1018 | 0 |
Buy And Hold Return (%) | 57.7886 | 57.7886 | 57.7886 | 57.7886 | 57.7886 | 57.7886 |
Max Trade Drawdown | -134581 | -104149 | -110394 | -1111002 | -742614 | -717296 |
Profit Factor | 3.3067 | 5.2868 | 1.205 | 1.126 | 1.3127 | 0.9359 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 38.961 | 30.7692 | 47.3684 | 38.961 | 30.7692 | 47.3684 |
Ratio Avg Win / Avg Loss | 5.1805 | 11.8952 | 1.3389 | 1.764 | 2.9535 | 1.0399 |
Largest Winning Trade | 1248704 | 1248704 | 52909 | 1248704 | 1248704 | 397542 |
Largest Losing Trade | -47639 | -32113 | -47639 | -430298 | -427271 | -430298 |
Avg Bars in Trades | 279 | 275 | 284 | 279 | 275 | 284 |
Avg Bars in Winners | 470 | 536 | 426 | 470 | 536 | 426 |
Avg Bars in Losers | 157 | 159 | 155 | 157 | 159 | 155 |
Bars Traded | 21532 | 10735 | 10797 | 21532 | 10735 | 10797 |
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 | -31600 | 465231 | -311643 | -201926 | -62780 | -580121 |
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{ "first_band": { "type": "t3", "factors": { "length": 243, "offset": 0, "a": 0.7916 } }, "second_band": { "type": "dema", "factors": { "length": 185, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 243, "offset": 0, "a": 0.7916 } }, "second_band": { "type": "dema", "factors": { "length": 185, "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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