Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966481.5707 | 823713.5287 | 142768.042 | 18020286.2267 | 22316093.4378 | -4295807.2111 |
Total P&L (%) | 966.4816 | 823.7135 | 142.768 | 18020.2862 | 22316.0934 | -4295.8072 |
Avg Daily Profit (%) | 0.3865 | 0.3294 | 0.0571 | 0.2082 | 0.2167 | 0 |
Buy And Hold Return (%) | 755.3105 | 755.3105 | 755.3105 | 755.3105 | 755.3105 | 755.3105 |
Max Trade Drawdown | -97975 | -93853 | -73480 | -9806567 | -4624340 | -12041845 |
Profit Factor | 2.793 | 3.4606 | 1.6989 | 1.5025 | 2.2294 | 0.7575 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 55.0388 | 50 | 60 | 55.0388 | 50 | 60 |
Ratio Avg Win / Avg Loss | 2.2816 | 3.4606 | 1.1326 | 1.2274 | 2.2294 | 0.505 |
Largest Winning Trade | 315104 | 315104 | 62743 | 18417477 | 18417477 | 3447275 |
Largest Losing Trade | -42584 | -42584 | -34746 | -8430390 | -3493734 | -8430390 |
Avg Bars in Trades | 54 | 65 | 43 | 54 | 65 | 43 |
Avg Bars in Winners | 65 | 81 | 52 | 65 | 81 | 52 |
Avg Bars in Losers | 39 | 48 | 28 | 39 | 48 | 28 |
Bars Traded | 6988 | 4181 | 2807 | 6988 | 4181 | 2807 |
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 | -62839 | -261019 | -410726 | 375257 | -126757 | -711162 |
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{ "first_band": { "type": "t3", "factors": { "length": 59, "offset": 0, "a": 0.71429 } }, "second_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 59, "offset": 0, "a": 0.71429 } }, "second_band": { "type": "dcm", "factors": { "length": 119, "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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