Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691579.9728 | 504299.1592 | 187280.8136 | 4346058.8549 | 2569626.957 | 1776431.8979 |
Total P&L (%) | 691.58 | 504.2992 | 187.2808 | 4346.0589 | 2569.627 | 1776.4319 |
Avg Daily Profit (%) | 0.3024 | 0.2205 | 0.0819 | 0.1661 | 0.1437 | 0.1283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82196 | -142124 | -55038 | -990304 | -1224294 | -507375 |
Profit Factor | 2.4257 | 2.7651 | 1.9394 | 2.1321 | 2.0537 | 2.2685 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 58.2278 | 57.5 | 58.9744 | 58.2278 | 57.5 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.7402 | 2.0438 | 1.3492 | 1.5295 | 1.518 | 1.5781 |
Largest Winning Trade | 172424 | 172424 | 51920 | 1264725 | 1264725 | 951696 |
Largest Losing Trade | -37018 | -27158 | -37018 | -378541 | -343925 | -378541 |
Avg Bars in Trades | 108 | 129 | 87 | 108 | 129 | 87 |
Avg Bars in Winners | 124 | 147 | 100 | 124 | 147 | 100 |
Avg Bars in Losers | 86 | 105 | 67 | 86 | 105 | 67 |
Bars Traded | 8576 | 5181 | 3395 | 8576 | 5181 | 3395 |
Profit Streak | 242.6201 | 349.1201 | 242.6201 | 242.6201 | 349.1201 | 242.6201 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14997 | 571440 | -78880 | -16729 | 199646 | -14852 |
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{ "first_band": { "type": "dema", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 38, "offset": 0, "a": 0.79023 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 38, "offset": 0, "a": 0.79023 } } }
# | 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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