Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793705.7544 | 681876.7681 | 111828.9863 | 928161.5415 | -721301.5988 | 1649463.1403 |
Total P&L (%) | 793.7058 | 681.8768 | 111.829 | 928.1615 | -721.3016 | 1649.4631 |
Avg Daily Profit (%) | 0.4113 | 0.3534 | 0.058 | 0.1208 | 0 | 0.1484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112408 | -103247 | -73949 | -1599039 | -1478507 | -982558 |
Profit Factor | 2.3156 | 3.1619 | 1.3885 | 1.1691 | 0.7797 | 1.7448 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 37.3626 | 26.087 | 48.8889 | 37.3626 | 26.087 | 48.8889 |
Ratio Avg Win / Avg Loss | 3.8821 | 8.9586 | 1.4516 | 1.9599 | 2.2093 | 1.8241 |
Largest Winning Trade | 422236 | 422236 | 52816 | 637420 | 637420 | 637377 |
Largest Losing Trade | -49230 | -26070 | -49230 | -376996 | -376996 | -337702 |
Avg Bars in Trades | 250 | 212 | 289 | 250 | 212 | 289 |
Avg Bars in Winners | 483 | 466 | 492 | 483 | 466 | 492 |
Avg Bars in Losers | 111 | 122 | 94 | 111 | 122 | 94 |
Bars Traded | 22789 | 9780 | 13009 | 22789 | 9780 | 13009 |
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 | 344927 | -9559 | -115281 | -69380 | -602950 | 303742 |
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{ "first_band": { "type": "t3", "factors": { "length": 248, "offset": 0, "a": 0.55011 } }, "second_band": { "type": "dema", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 248, "offset": 0, "a": 0.55011 } }, "second_band": { "type": "dema", "factors": { "length": 91, "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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