Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1796586.5034 | 1557014.2489 | 239572.2545 | 18569278.2101 | 14979580.684 | 3589697.5261 |
Total P&L (%) | 1796.5865 | 1557.0142 | 239.5723 | 18569.2782 | 14979.5807 | 3589.6975 |
Avg Daily Profit (%) | 0.7555 | 0.6548 | 0.1007 | 0.2202 | 0.2112 | 0.1518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111619 | -69560 | -78837 | -50946714 | -16966722 | -41167949 |
Profit Factor | 4.5756 | 7.85 | 1.8707 | 1.1671 | 1.3082 | 1.0574 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 40.9836 | 45.1613 | 36.6667 | 40.9836 | 45.1613 | 36.6667 |
Ratio Avg Win / Avg Loss | 6.5889 | 9.5322 | 3.2312 | 1.6807 | 1.5885 | 1.8265 |
Largest Winning Trade | 894773 | 894773 | 68369 | 24878580 | 24878580 | 16041706 |
Largest Losing Trade | -43759 | -23385 | -43759 | -28197382 | -8317252 | -28197382 |
Avg Bars in Trades | 112 | 84 | 142 | 112 | 84 | 142 |
Avg Bars in Winners | 214 | 143 | 305 | 214 | 143 | 305 |
Avg Bars in Losers | 42 | 36 | 47 | 42 | 36 | 47 |
Bars Traded | 6885 | 2625 | 4260 | 6885 | 2625 | 4260 |
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 | -149514 | 667122 | -60161 | -197157 | 268429 | -153851 |
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{ "first_band": { "type": "t3", "factors": { "length": 122, "offset": 0, "a": 0.70037 } }, "second_band": { "type": "dcl", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 122, "offset": 0, "a": 0.70037 } }, "second_band": { "type": "dcl", "factors": { "length": 14, "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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