Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277011.8726 | 151938.9825 | 125072.8901 | 240342.5482 | 63097.0324 | 177245.5158 |
Total P&L (%) | 277.0119 | 151.939 | 125.0729 | 240.3425 | 63.097 | 177.2455 |
Avg Daily Profit (%) | 0.2723 | 0.1494 | 0.1229 | 0.1205 | 0.0481 | 0.1003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88622 | -91404 | -49666 | -194904 | -213820 | -81140 |
Profit Factor | 1.5378 | 1.4887 | 1.6127 | 1.3263 | 1.1293 | 1.7131 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 57.1429 | 55.3571 | 58.9286 | 57.1429 | 55.3571 | 58.9286 |
Ratio Avg Win / Avg Loss | 1.1534 | 1.2005 | 1.124 | 0.9947 | 0.9107 | 1.194 |
Largest Winning Trade | 73330 | 73330 | 28842 | 127466 | 127466 | 52670 |
Largest Losing Trade | -48355 | -48355 | -43895 | -97147 | -97147 | -43895 |
Avg Bars in Trades | 103 | 130 | 77 | 103 | 130 | 77 |
Avg Bars in Winners | 105 | 141 | 71 | 105 | 141 | 71 |
Avg Bars in Losers | 101 | 115 | 86 | 101 | 115 | 86 |
Bars Traded | 11637 | 7289 | 4347 | 11637 | 7289 | 4347 |
Profit Streak | 0 | 0 | 116.1013 | 0 | 0 | 116.1013 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395988 | -171795 | -204487 | -32386 | -388494 | -234501 |
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{ "first_band": { "type": "t3", "factors": { "length": 61, "offset": 0, "a": 0.65614 } }, "second_band": { "type": "dcm", "factors": { "length": 212, "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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