Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632574.9146 | 641966.326 | -9391.4115 | 98069.2753 | 69225.651 | 28843.6243 |
Total P&L (%) | 632.5749 | 641.9663 | -9.3914 | 98.0693 | 69.2257 | 28.8436 |
Avg Daily Profit (%) | 0.3433 | 0.3484 | -0.0051 | 0.0371 | 0.0286 | 0.0138 |
Buy And Hold Return (%) | 93.1869 | 93.1869 | 93.1869 | 93.1869 | 93.1869 | 93.1869 |
Max Trade Drawdown | -114907 | -106460 | -46540 | -734446 | -707818 | -176252 |
Profit Factor | 2.4297 | 2.729 | 0.868 | 1.0499 | 1.0401 | 1.1221 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 53.3333 | 48.6486 | 57.8947 | 53.3333 | 48.6486 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.126 | 2.8806 | 0.6313 | 0.9187 | 1.0979 | 0.8161 |
Largest Winning Trade | 623642 | 623642 | 16978 | 613594 | 613594 | 119866 |
Largest Losing Trade | -47911 | -47911 | -10356 | -393640 | -393640 | -45110 |
Avg Bars in Trades | 96 | 191 | 4 | 96 | 191 | 4 |
Avg Bars in Winners | 105 | 229 | 4 | 105 | 229 | 4 |
Avg Bars in Losers | 86 | 156 | 4 | 86 | 156 | 4 |
Bars Traded | 7266 | 7098 | 168 | 7266 | 7098 | 168 |
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 | -47094 | 501096 | -579463 | -520919 | -497473 | -426835 |
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{ "first_band": { "type": "dcl", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 19, "offset": 0, "a": 0.74848 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 19, "offset": 0, "a": 0.74848 } } }
# | 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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