Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062034.7449 | 827852.7914 | 234181.9534 | 133326198.9714 | 120760167.6897 | 12566031.2817 |
Total P&L (%) | 1062.0347 | 827.8528 | 234.182 | 133326.199 | 120760.1677 | 12566.0313 |
Avg Daily Profit (%) | 0.4245 | 0.3309 | 0.0936 | 0.288 | 0.2841 | 0.1937 |
Buy And Hold Return (%) | 741.9287 | 741.9287 | 741.9287 | 741.9287 | 741.9287 | 741.9287 |
Max Trade Drawdown | -58889 | -58025 | -44615 | -25663660 | -12244711 | -17513844 |
Profit Factor | 5.0189 | 7.5966 | 2.6877 | 3.0849 | 4.911 | 1.38 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 64.9351 | 63.1579 | 66.6667 | 64.9351 | 63.1579 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.7102 | 4.4314 | 1.3438 | 1.6658 | 2.8648 | 0.69 |
Largest Winning Trade | 281193 | 281193 | 47129 | 73551428 | 73551428 | 9155271 |
Largest Losing Trade | -27517 | -22498 | -27517 | -13418949 | -12244711 | -13418949 |
Avg Bars in Trades | 91 | 107 | 74 | 91 | 107 | 74 |
Avg Bars in Winners | 108 | 123 | 94 | 108 | 123 | 94 |
Avg Bars in Losers | 58 | 80 | 35 | 58 | 80 | 35 |
Bars Traded | 7007 | 4089 | 2918 | 7007 | 4089 | 2918 |
Profit Streak | 93.7947 | 95.7947 | 93.7947 | 93.7947 | 95.7947 | 93.7947 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56446 | -109385 | -226630 | -27979 | 689885 | 361074 |
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{ "first_band": { "type": "t3", "factors": { "length": 78, "offset": 11, "a": 0.92293 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 78, "offset": 11, "a": 0.92293 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "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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