Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1145309.3879 | 945122.8918 | 200186.4962 | 50663482.8817 | 55215614.8131 | -4552131.9313 |
Total P&L (%) | 1145.3094 | 945.1229 | 200.1865 | 50663.4829 | 55215.6148 | -4552.1319 |
Avg Daily Profit (%) | 0.6304 | 0.5202 | 0.1102 | 0.3435 | 0.3482 | 0 |
Buy And Hold Return (%) | 630.2283 | 630.2283 | 630.2283 | 630.2283 | 630.2283 | 630.2283 |
Max Trade Drawdown | -66580 | -54637 | -48763 | -55897415 | -36551823 | -36662695 |
Profit Factor | 2.3608 | 3.5776 | 1.4215 | 1.1604 | 1.4218 | 0.9754 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Losing Trades | 176 | 90 | 86 | 176 | 90 | 86 |
Profitability (%) | 41.3333 | 40 | 42.6667 | 41.3333 | 40 | 42.6667 |
Ratio Avg Win / Avg Loss | 3.3508 | 5.3665 | 1.9101 | 1.6471 | 2.1327 | 1.3107 |
Largest Winning Trade | 226716 | 226716 | 57339 | 42231029 | 42231029 | 19683102 |
Largest Losing Trade | -19322 | -14133 | -19322 | -10239855 | -8086708 | -10239855 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 56 | 52 | 60 | 56 | 52 | 60 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 10803 | 5103 | 5700 | 10803 | 5103 | 5700 |
Profit Streak | 0 | 10.9732 | 0 | 0 | 10.9732 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 226961 | 166737 | -212356 | -35483 | 312463 | -581732 |
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{ "first_band": { "type": "dema", "factors": { "length": 4, "offset": 63 } }, "second_band": { "type": "t3", "factors": { "length": 8, "offset": 0, "a": 0.7585 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 4, "offset": 63 } }, "second_band": { "type": "t3", "factors": { "length": 8, "offset": 0, "a": 0.7585 } } }
# | 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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