Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1756542.8738 | 1634111.7823 | 122431.0915 | 8791098.9743 | 3335315.8004 | 5455783.1739 |
Total P&L (%) | 1756.5429 | 1634.1118 | 122.4311 | 8791.099 | 3335.3158 | 5455.7832 |
Avg Daily Profit (%) | 0.7768 | 0.7227 | 0.0541 | 0.1987 | 0.1565 | 0.1778 |
Buy And Hold Return (%) | 253.3333 | 253.3333 | 253.3333 | 253.3333 | 253.3333 | 253.3333 |
Max Trade Drawdown | -79943 | -80108 | -106793 | -2792940 | -2084743 | -2319214 |
Profit Factor | 4.9505 | 8.7169 | 1.5257 | 1.7573 | 1.5082 | 2.0812 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 45 | 42.5 | 47.5 | 45 | 42.5 | 47.5 |
Ratio Avg Win / Avg Loss | 6.0506 | 11.7935 | 1.6863 | 2.1478 | 2.0406 | 2.3003 |
Largest Winning Trade | 1124148 | 1124148 | 66245 | 3478568 | 2219161 | 3478568 |
Largest Losing Trade | -40740 | -31016 | -40740 | -2319214 | -1388516 | -2319214 |
Avg Bars in Trades | 165 | 199 | 131 | 165 | 199 | 131 |
Avg Bars in Winners | 231 | 258 | 208 | 231 | 258 | 208 |
Avg Bars in Losers | 111 | 155 | 62 | 111 | 155 | 62 |
Bars Traded | 13225 | 7960 | 5265 | 13225 | 7960 | 5265 |
Profit Streak | 20.3451 | 36.6784 | 0 | 20.3451 | 36.6784 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4485 | 659606 | -284760 | -13809 | 280406 | 391001 |
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{ "first_band": { "type": "t3", "factors": { "length": 199, "offset": 0, "a": 0.67396 } }, "second_band": { "type": "dcm", "factors": { "length": 168, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 199, "offset": 0, "a": 0.67396 } }, "second_band": { "type": "dcm", "factors": { "length": 168, "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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