Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2101587.2818 | 2252472.2631 | -150884.9813 | -101888.8223 | 2524436.0977 | -2626324.92 |
Total P&L (%) | 2101.5873 | 2252.4723 | -150.885 | -101.8888 | 2524.4361 | -2626.3249 |
Avg Daily Profit (%) | 0.9439 | 1.0117 | -0.0678 | 0 | 0.1469 | 0 |
Buy And Hold Return (%) | 205.202 | 205.202 | 205.202 | 205.202 | 205.202 | 205.202 |
Max Trade Drawdown | -376084 | -175927 | -207987 | -9058516 | -5912223 | -4120814 |
Profit Factor | 3.7071 | 8.1805 | 0.6739 | 0.9923 | 1.3346 | 0.5363 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 12 | 13 | 33 | 19 | 14 |
Losing Trades | 33 | 17 | 16 | 25 | 10 | 15 |
Profitability (%) | 43.1034 | 41.3793 | 44.8276 | 56.8966 | 65.5172 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.8934 | 11.5891 | 0.8294 | 0.7517 | 0.7024 | 0.5746 |
Largest Winning Trade | 2261344 | 2261344 | 58902 | 8108622 | 8108622 | 2285464 |
Largest Losing Trade | -103023 | -46249 | -103023 | -3938376 | -3938376 | -2452971 |
Avg Bars in Trades | 72 | 64 | 81 | 72 | 64 | 81 |
Avg Bars in Winners | 80 | 80 | 81 | 73 | 64 | 84 |
Avg Bars in Losers | 66 | 52 | 80 | 71 | 63 | 77 |
Bars Traded | 4212 | 1862 | 2350 | 4212 | 1862 | 2350 |
Profit Streak | 0 | 0 | 0 | 76.4302 | 76.4302 | 87.9302 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162044 | 664934 | -582844 | -758012 | 164442 | -580543 |
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{ "first_band": { "type": "t3", "factors": { "length": 44, "offset": 0, "a": 0.64879 } }, "second_band": { "type": "dema", "factors": { "length": 142, "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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