Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514312.3351 | 479362.5249 | 34949.8102 | 402221.1266 | 408194.0439 | -5972.9173 |
Total P&L (%) | 514.3123 | 479.3625 | 34.9498 | 402.2211 | 408.194 | -5.9729 |
Avg Daily Profit (%) | 0.3179 | 0.2963 | 0.0216 | 0.0998 | 0.1005 | -0.0038 |
Buy And Hold Return (%) | 13.7782 | 13.7782 | 13.7782 | 13.7782 | 13.7782 | 13.7782 |
Max Trade Drawdown | -112038 | -105663 | -123990 | -791009 | -686347 | -533982 |
Profit Factor | 1.8899 | 2.7082 | 1.1176 | 1.1436 | 1.2822 | 0.9956 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 44.0476 | 42.8571 | 45.2381 | 44.0476 | 42.8571 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.4007 | 3.6109 | 1.3528 | 1.4527 | 1.7096 | 1.2052 |
Largest Winning Trade | 193928 | 193928 | 66356 | 407399 | 339526 | 407399 |
Largest Losing Trade | -39595 | -35793 | -39595 | -355790 | -355790 | -252084 |
Avg Bars in Trades | 222 | 183 | 260 | 222 | 183 | 260 |
Avg Bars in Winners | 354 | 310 | 395 | 354 | 310 | 395 |
Avg Bars in Losers | 118 | 88 | 149 | 118 | 88 | 149 |
Bars Traded | 18661 | 7711 | 10950 | 18661 | 7711 | 10950 |
Profit Streak | 0 | 0 | 648.0928 | 0 | 0 | 648.0928 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379538 | 391545 | -259584 | -124369 | -60419 | -579962 |
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{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 71 } }, "second_band": { "type": "t3", "factors": { "length": 48, "offset": 0, "a": 0.64679 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 71 } }, "second_band": { "type": "t3", "factors": { "length": 48, "offset": 0, "a": 0.64679 } } }
# | 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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