Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1368602.2062 | 1226468.0936 | 142134.1127 | 21681839.6063 | 18189504.3227 | 3492335.2836 |
Total P&L (%) | 1368.6022 | 1226.4681 | 142.1341 | 21681.8396 | 18189.5043 | 3492.3353 |
Avg Daily Profit (%) | 0.7534 | 0.6751 | 0.0782 | 0.2968 | 0.2871 | 0.1973 |
Buy And Hold Return (%) | 562.645 | 562.645 | 562.645 | 562.645 | 562.645 | 562.645 |
Max Trade Drawdown | -92512 | -72226 | -80310 | -14753720 | -7506425 | -10967228 |
Profit Factor | 4.0708 | 7.3656 | 1.5618 | 1.6386 | 2.207 | 1.185 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 45.4545 | 41.0256 | 50 | 45.4545 | 41.0256 | 50 |
Ratio Avg Win / Avg Loss | 4.8849 | 10.588 | 1.5618 | 1.9663 | 3.1726 | 1.185 |
Largest Winning Trade | 673678 | 673678 | 71703 | 9656463 | 9656463 | 5007025 |
Largest Losing Trade | -34553 | -25703 | -34553 | -4099444 | -4099444 | -3045685 |
Avg Bars in Trades | 133 | 105 | 162 | 133 | 105 | 162 |
Avg Bars in Winners | 188 | 153 | 217 | 188 | 153 | 217 |
Avg Bars in Losers | 87 | 71 | 108 | 87 | 71 | 108 |
Bars Traded | 10278 | 4096 | 6182 | 10278 | 4096 | 6182 |
Profit Streak | 109.578 | 109.578 | 271.2446 | 109.578 | 109.578 | 271.2446 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31212 | 433065 | -250085 | -35119 | 362701 | -8202 |
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{ "first_band": { "type": "t3", "factors": { "length": 195, "offset": 0, "a": 0.9705 } }, "second_band": { "type": "dcl", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 195, "offset": 0, "a": 0.9705 } }, "second_band": { "type": "dcl", "factors": { "length": 25, "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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