Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73294.6014 | 41874.1536 | 31420.4478 | 53795.3194 | 32980.9895 | 20814.33 |
Total P&L (%) | 73.2946 | 41.8742 | 31.4204 | 53.7953 | 32.981 | 20.8143 |
Avg Daily Profit (%) | 0.2814 | 0.1608 | 0.1207 | 0.1654 | 0.1095 | 0.0726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61400 | -32401 | -48079 | -69453 | -38316 | -62502 |
Profit Factor | 1.2299 | 1.2628 | 1.197 | 1.1489 | 1.1844 | 1.1141 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 68.5185 | 68.5185 | 68.5185 | 68.5185 | 68.5185 | 68.5185 |
Ratio Avg Win / Avg Loss | 0.5651 | 0.5802 | 0.55 | 0.5279 | 0.5442 | 0.5119 |
Largest Winning Trade | 12384 | 12384 | 11157 | 12141 | 12141 | 10473 |
Largest Losing Trade | -29011 | -23338 | -29011 | -40065 | -25846 | -40065 |
Avg Bars in Trades | 114 | 115 | 113 | 114 | 115 | 113 |
Avg Bars in Winners | 69 | 69 | 69 | 69 | 69 | 69 |
Avg Bars in Losers | 213 | 217 | 208 | 213 | 217 | 208 |
Bars Traded | 24750 | 12526 | 12224 | 24750 | 12526 | 12224 |
Profit Streak | 0 | 0 | 5.6507 | 0 | 0 | 5.6507 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303892 | 159703 | -37814 | -50025 | -68010 | -196367 |
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{ "first_band": { "type": "dcm", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 128, "offset": 0, "a": 0.63666 } } }
# | 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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