Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101759.3057 | 65538.5954 | 36220.7104 | 115201.2498 | 76501.551 | 38699.6988 |
Total P&L (%) | 101.7593 | 65.5386 | 36.2207 | 115.2013 | 76.5016 | 38.6997 |
Avg Daily Profit (%) | 0.3908 | 0.2517 | 0.1391 | 0.2947 | 0.2184 | 0.1257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30108 | -52376 | -19208 | -68658 | -53890 | -36302 |
Profit Factor | 1.4389 | 1.4277 | 1.4607 | 1.3678 | 1.3738 | 1.3564 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 65.6934 | 61.7647 | 69.5652 | 65.6934 | 61.7647 | 69.5652 |
Ratio Avg Win / Avg Loss | 0.7514 | 0.8838 | 0.6391 | 0.7143 | 0.8505 | 0.5934 |
Largest Winning Trade | 16777 | 16777 | 6976 | 31472 | 31472 | 10503 |
Largest Losing Trade | -24065 | -24065 | -17114 | -36302 | -27460 | -36302 |
Avg Bars in Trades | 173 | 270 | 78 | 173 | 270 | 78 |
Avg Bars in Winners | 119 | 176 | 70 | 119 | 176 | 70 |
Avg Bars in Losers | 277 | 421 | 98 | 277 | 421 | 98 |
Bars Traded | 23819 | 18377 | 5441 | 23819 | 18377 | 5441 |
Profit Streak | 7.1579 | 0 | 45.5225 | 7.1579 | 0 | 45.5225 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367257 | -102087 | -109430 | 322065 | -102403 | -127697 |
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{ "first_band": { "type": "dcl", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 162, "offset": 0, "a": 0.41044 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 162, "offset": 0, "a": 0.41044 } } }
# | 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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