Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1495059.1754 | 1386208.1251 | 108851.0502 | 9935098.7943 | 9878568.1914 | 56530.6029 |
Total P&L (%) | 1495.0592 | 1386.2081 | 108.8511 | 9935.0988 | 9878.5682 | 56.5306 |
Avg Daily Profit (%) | 0.8237 | 0.7638 | 0.06 | 0.2542 | 0.2539 | 0.0247 |
Buy And Hold Return (%) | 602.8653 | 602.8653 | 602.8653 | 602.8653 | 602.8653 | 602.8653 |
Max Trade Drawdown | -94435 | -71493 | -58789 | -6960155 | -3378351 | -4595523 |
Profit Factor | 4.099 | 6.7724 | 1.4493 | 1.5052 | 2.1098 | 1.0053 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 36.5591 | 30.4348 | 42.5532 | 36.5591 | 30.4348 | 42.5532 |
Ratio Avg Win / Avg Loss | 7.113 | 15.4797 | 1.9565 | 2.6119 | 4.8224 | 1.3571 |
Largest Winning Trade | 685701 | 685701 | 68231 | 7488027 | 7488027 | 4861393 |
Largest Losing Trade | -36782 | -20943 | -36782 | -2051253 | -1649271 | -2051253 |
Avg Bars in Trades | 76 | 78 | 74 | 76 | 78 | 74 |
Avg Bars in Winners | 150 | 184 | 127 | 150 | 184 | 127 |
Avg Bars in Losers | 33 | 31 | 36 | 33 | 31 | 36 |
Bars Traded | 7107 | 3589 | 3518 | 7107 | 3589 | 3518 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419486 | 322422 | -279327 | 214963 | 179125 | -543228 |
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{ "first_band": { "type": "t3", "factors": { "length": 143, "offset": 0, "a": 0.92783 } }, "second_band": { "type": "dcm", "factors": { "length": 4, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 143, "offset": 0, "a": 0.92783 } }, "second_band": { "type": "dcm", "factors": { "length": 4, "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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