Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522005.7766 | 458801.1373 | 63204.6393 | 878246.9616 | 640407.7631 | 237839.1985 |
Total P&L (%) | 522.0058 | 458.8011 | 63.2046 | 878.247 | 640.4078 | 237.8392 |
Avg Daily Profit (%) | 0.2434 | 0.2139 | 0.0295 | 0.1064 | 0.0934 | 0.0568 |
Buy And Hold Return (%) | 145.2663 | 145.2663 | 145.2663 | 145.2663 | 145.2663 | 145.2663 |
Max Trade Drawdown | -212037 | -194336 | -37233 | -1362750 | -1270461 | -230679 |
Profit Factor | 1.9014 | 2.034 | 1.4669 | 1.3193 | 1.2915 | 1.4294 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 59.1716 | 59.5238 | 58.8235 | 59.1716 | 59.5238 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.312 | 1.3831 | 1.0269 | 0.9103 | 0.8782 | 1.0006 |
Largest Winning Trade | 184012 | 184012 | 13694 | 847630 | 847630 | 143729 |
Largest Losing Trade | -49927 | -49927 | -30191 | -724948 | -724948 | -96278 |
Avg Bars in Trades | 37 | 68 | 6 | 37 | 68 | 6 |
Avg Bars in Winners | 33 | 60 | 5 | 33 | 60 | 5 |
Avg Bars in Losers | 43 | 81 | 6 | 43 | 81 | 6 |
Bars Traded | 6320 | 5794 | 526 | 6320 | 5794 | 526 |
Profit Streak | 176.014 | 178.6806 | 176.014 | 176.014 | 178.6806 | 176.014 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426127 | 362290 | -315734 | -49119 | -68820 | -123081 |
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{ "first_band": { "type": "dcl", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 27, "offset": 0, "a": 0.81675 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 27, "offset": 0, "a": 0.81675 } } }
# | 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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