Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1989777.102 | -46063.4818 | -1943713.6201 | 1128684.6927 | -2271732.3069 | 3400416.9997 |
Total P&L (%) | -1989.7771 | -46.0635 | -1943.7136 | 1128.6847 | -2271.7323 | 3400.417 |
Avg Daily Profit (%) | -1.1146 | -0.0258 | -1.0888 | 0.1406 | 0 | 0.1994 |
Buy And Hold Return (%) | 370.6696 | 370.6696 | 370.6696 | 370.6696 | 370.6696 | 370.6696 |
Max Trade Drawdown | -2152945 | -139262 | -1260410 | -7852925 | -6374506 | -5130525 |
Profit Factor | 0.2344 | 0.8616 | 0.1423 | 1.0536 | 0.7905 | 1.333 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 44 | 21 | 23 | 46 | 21 | 25 |
Losing Trades | 30 | 16 | 14 | 28 | 16 | 12 |
Profitability (%) | 59.4595 | 56.7568 | 62.1622 | 62.1622 | 56.7568 | 67.5676 |
Ratio Avg Win / Avg Loss | 0.1598 | 0.6564 | 0.0866 | 0.6413 | 0.6023 | 0.6398 |
Largest Winning Trade | 68132 | 68132 | 46772 | 5440312 | 3401420 | 5440312 |
Largest Losing Trade | -1214447 | -52679 | -1214447 | -3426778 | -3426778 | -3256326 |
Avg Bars in Trades | 93 | 91 | 95 | 93 | 91 | 95 |
Avg Bars in Winners | 54 | 40 | 67 | 62 | 49 | 73 |
Avg Bars in Losers | 150 | 158 | 140 | 143 | 146 | 139 |
Bars Traded | 6902 | 3382 | 3520 | 6902 | 3382 | 3520 |
Profit Streak | 78.1121 | 78.1121 | 115.6121 | 78.1121 | 78.1121 | 115.6121 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646586 | -578932 | -577843 | -236663 | -578932 | 370309 |
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{ "first_band": { "type": "dcm", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 102, "offset": 0, "a": 0.63849 } } }
# | 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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