Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 764146.235 | 741065.4353 | 23080.7997 | 105580.7532 | 279263.5877 | -173682.8345 |
Total P&L (%) | 764.1462 | 741.0654 | 23.0808 | 105.5808 | 279.2636 | -173.6828 |
Avg Daily Profit (%) | 0.399 | 0.3869 | 0.0121 | 0.0376 | 0.0696 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190795 | -179084 | -66437 | -1348142 | -1154578 | -406437 |
Profit Factor | 2.484 | 3.3926 | 1.1125 | 1.0377 | 1.1653 | 0.8432 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 40.9836 | 40 | 41.9355 | 40.9836 | 40 | 41.9355 |
Ratio Avg Win / Avg Loss | 3.5769 | 5.0888 | 1.5404 | 1.4943 | 1.7479 | 1.1675 |
Largest Winning Trade | 727580 | 727580 | 46663 | 785713 | 785713 | 263412 |
Largest Losing Trade | -43574 | -43574 | -27439 | -351929 | -351929 | -325781 |
Avg Bars in Trades | 180 | 247 | 115 | 180 | 247 | 115 |
Avg Bars in Winners | 269 | 368 | 178 | 269 | 368 | 178 |
Avg Bars in Losers | 118 | 166 | 70 | 118 | 166 | 70 |
Bars Traded | 11007 | 7418 | 3589 | 11007 | 7418 | 3589 |
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 | -155311 | 438713 | -280439 | -491423 | -141523 | -582287 |
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{ "first_band": { "type": "t3", "factors": { "length": 204, "offset": 0, "a": 0.62025 } }, "second_band": { "type": "dcu", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 204, "offset": 0, "a": 0.62025 } }, "second_band": { "type": "dcu", "factors": { "length": 56, "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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