Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145101.0975 | 68455.2692 | 76645.8283 | 193504.9562 | 131566.2203 | 61938.7359 |
Total P&L (%) | 145.1011 | 68.4553 | 76.6458 | 193.505 | 131.5662 | 61.9387 |
Avg Daily Profit (%) | 0.5572 | 0.2629 | 0.2943 | 0.4143 | 0.323 | 0.1853 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84611 | -12194 | -75069 | -252917 | -28938 | -252065 |
Profit Factor | 1.8194 | 3.0691 | 1.5323 | 1.3875 | 2.5836 | 1.1488 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 52.6316 | 52.0833 | 53.1915 | 52.6316 | 52.0833 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.6375 | 2.8235 | 1.3484 | 1.2488 | 2.3769 | 1.011 |
Largest Winning Trade | 27436 | 20957 | 27436 | 67249 | 42789 | 67249 |
Largest Losing Trade | -31656 | -5038 | -31656 | -87942 | -16614 | -87942 |
Avg Bars in Trades | 256 | 72 | 443 | 256 | 72 | 443 |
Avg Bars in Winners | 233 | 80 | 387 | 233 | 80 | 387 |
Avg Bars in Losers | 281 | 63 | 508 | 281 | 63 | 508 |
Bars Traded | 24336 | 3471 | 20865 | 24336 | 3471 | 20865 |
Profit Streak | 8.7638 | 25.118 | 8.7638 | 8.7638 | 25.118 | 8.7638 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 535523 | 517896 | 349182 | 389579 | 506364 | -50110 |
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{ "first_band": { "type": "t3", "factors": { "length": 189, "offset": 0, "a": 0.65538 } }, "second_band": { "type": "dcl", "factors": { "length": 178, "offset": 202 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 189, "offset": 0, "a": 0.65538 } }, "second_band": { "type": "dcl", "factors": { "length": 178, "offset": 202 } } }
# | 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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