Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1872816.2957 | 1804464.5857 | 68351.71 | 1679516.9804 | 4285025.5485 | -2605508.5681 |
Total P&L (%) | 1872.8163 | 1804.4646 | 68.3517 | 1679.517 | 4285.0255 | -2605.5086 |
Avg Daily Profit (%) | 0.8271 | 0.7969 | 0.0302 | 0.1272 | 0.1671 | 0 |
Buy And Hold Return (%) | 269.7674 | 269.7674 | 269.7674 | 269.7674 | 269.7674 | 269.7674 |
Max Trade Drawdown | -140787 | -77416 | -130308 | -6509599 | -2821347 | -4534169 |
Profit Factor | 3.4619 | 5.7539 | 1.1793 | 1.0873 | 1.4742 | 0.7447 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 38.5417 | 33.3333 | 43.75 | 38.5417 | 33.3333 | 43.75 |
Ratio Avg Win / Avg Loss | 5.5204 | 11.5078 | 1.5163 | 1.7338 | 2.9484 | 0.9575 |
Largest Winning Trade | 1534393 | 1534393 | 50522 | 3482331 | 3482331 | 903772 |
Largest Losing Trade | -43425 | -31814 | -43425 | -3220494 | -1491048 | -3220494 |
Avg Bars in Trades | 92 | 83 | 101 | 92 | 83 | 101 |
Avg Bars in Winners | 167 | 159 | 173 | 167 | 159 | 173 |
Avg Bars in Losers | 45 | 45 | 45 | 45 | 45 | 45 |
Bars Traded | 8878 | 4001 | 4877 | 8878 | 4001 | 4877 |
Profit Streak | 0 | 0 | 145.2344 | 0 | 0 | 145.2344 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 560605 | 535949 | -341860 | -150874 | 130442 | -582157 |
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{ "first_band": { "type": "t3", "factors": { "length": 70, "offset": 0, "a": 0.70107 } }, "second_band": { "type": "dema", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 70, "offset": 0, "a": 0.70107 } }, "second_band": { "type": "dema", "factors": { "length": 124, "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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