Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112294.2575 | 280872.8373 | -168578.5798 | -97146.703 | 134520.7798 | -231667.4828 |
Total P&L (%) | 112.2943 | 280.8728 | -168.5786 | -97.1467 | 134.5208 | -231.6675 |
Avg Daily Profit (%) | 0.0602 | 0.1505 | -0.0903 | -0.1904 | 0.0457 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -340061 | -248271 | -148663 | -225973 | -49223 | -207956 |
Profit Factor | 1.1511 | 1.6671 | 0.4766 | 0.7108 | 2.569 | 0.074 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 40.2439 | 41.4634 | 39.0244 | 40.2439 | 41.4634 | 39.0244 |
Ratio Avg Win / Avg Loss | 1.7092 | 2.3536 | 0.7448 | 1.0554 | 3.6268 | 0.1156 |
Largest Winning Trade | 205655 | 205655 | 36125 | 152699 | 152699 | 4979 |
Largest Losing Trade | -76401 | -42677 | -76401 | -173392 | -22436 | -173392 |
Avg Bars in Trades | 130 | 153 | 108 | 130 | 153 | 108 |
Avg Bars in Winners | 206 | 257 | 151 | 206 | 257 | 151 |
Avg Bars in Losers | 80 | 79 | 80 | 80 | 79 | 80 |
Bars Traded | 10730 | 6279 | 4450 | 10730 | 6279 | 4450 |
Profit Streak | 73.7336 | 325.9003 | 0 | 73.7336 | 325.9003 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177797 | 302999 | -585010 | -591125 | -128944 | -584732 |
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{ "first_band": { "type": "t3", "factors": { "length": 246, "offset": 0, "a": 0.6757 } }, "second_band": { "type": "dcm", "factors": { "length": 232, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 246, "offset": 0, "a": 0.6757 } }, "second_band": { "type": "dcm", "factors": { "length": 232, "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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