Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137340.5908 | 73744.5551 | 63596.0357 | 165858.6073 | 134476.3386 | 31382.2686 |
Total P&L (%) | 137.3406 | 73.7446 | 63.596 | 165.8586 | 134.4763 | 31.3823 |
Avg Daily Profit (%) | 0.5274 | 0.2832 | 0.2442 | 0.3762 | 0.3278 | 0.1049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57220 | -27323 | -62423 | -155045 | -55069 | -167751 |
Profit Factor | 1.5215 | 1.6723 | 1.4139 | 1.2893 | 1.6407 | 1.0863 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 69.6 | 69.8413 | 69.3548 | 69.6 | 69.8413 | 69.3548 |
Ratio Avg Win / Avg Loss | 0.6646 | 0.7221 | 0.6247 | 0.5631 | 0.7085 | 0.48 |
Largest Winning Trade | 20029 | 12973 | 20029 | 30260 | 26345 | 30260 |
Largest Losing Trade | -40975 | -23170 | -40975 | -102495 | -37656 | -102495 |
Avg Bars in Trades | 195 | 176 | 215 | 195 | 176 | 215 |
Avg Bars in Winners | 124 | 125 | 124 | 124 | 125 | 124 |
Avg Bars in Losers | 358 | 295 | 420 | 358 | 295 | 420 |
Bars Traded | 24483 | 11126 | 13357 | 24483 | 11126 | 13357 |
Profit Streak | 1.2272 | 6.9251 | 0 | 1.2272 | 6.9251 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321290 | -135626 | -146381 | 223668 | -135306 | -336272 |
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{ "first_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 211, "offset": 0, "a": 0.58421 } } }
# | 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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