Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112244.8508 | 45888.1761 | 66356.6747 | 149134.5315 | 108665.7703 | 40468.7612 |
Total P&L (%) | 112.2449 | 45.8882 | 66.3567 | 149.1345 | 108.6658 | 40.4688 |
Avg Daily Profit (%) | 0.431 | 0.1762 | 0.2548 | 0.3511 | 0.2829 | 0.1306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40984 | -8847 | -39040 | -143920 | -25197 | -139248 |
Profit Factor | 1.9287 | 2.869 | 1.689 | 1.4122 | 2.646 | 1.1368 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 62.0253 | 62.5 | 61.5385 | 62.0253 | 62.5 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.1809 | 1.7214 | 1.0556 | 0.8646 | 1.5876 | 0.7105 |
Largest Winning Trade | 25823 | 9122 | 25823 | 49096 | 23846 | 49096 |
Largest Losing Trade | -28839 | -8847 | -28839 | -110681 | -25197 | -110681 |
Avg Bars in Trades | 284 | 96 | 477 | 284 | 96 | 477 |
Avg Bars in Winners | 200 | 89 | 317 | 200 | 89 | 317 |
Avg Bars in Losers | 421 | 108 | 734 | 421 | 108 | 734 |
Bars Traded | 22471 | 3845 | 18626 | 22471 | 3845 | 18626 |
Profit Streak | 18.738 | 24.3421 | 18.738 | 18.738 | 24.3421 | 18.738 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17216 | 449200 | 382228 | -21347 | 527677 | -91913 |
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{ "first_band": { "type": "dcu", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 186, "offset": 0, "a": 0.05177 } } }
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# | 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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