Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79680.7936 | 41918.9216 | 37761.872 | 60020.2608 | 12690.4671 | 47329.7937 |
Total P&L (%) | 79.6808 | 41.9189 | 37.7619 | 60.0203 | 12.6905 | 47.3298 |
Avg Daily Profit (%) | 0.306 | 0.161 | 0.145 | 0.1807 | 0.0459 | 0.1489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61198 | -44027 | -39614 | -124617 | -94338 | -69686 |
Profit Factor | 1.2126 | 1.2028 | 1.2247 | 1.0879 | 1.0326 | 1.1615 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Losing Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Profitability (%) | 53.0864 | 52.0661 | 54.0984 | 53.0864 | 52.0661 | 54.0984 |
Ratio Avg Win / Avg Loss | 1.0716 | 1.1074 | 1.0391 | 0.9614 | 0.9506 | 0.9856 |
Largest Winning Trade | 34703 | 34703 | 26406 | 66196 | 66196 | 32028 |
Largest Losing Trade | -18212 | -18212 | -10117 | -36406 | -36406 | -19188 |
Avg Bars in Trades | 100 | 98 | 103 | 100 | 98 | 103 |
Avg Bars in Winners | 99 | 89 | 108 | 99 | 89 | 108 |
Avg Bars in Losers | 102 | 108 | 97 | 102 | 108 | 97 |
Bars Traded | 24540 | 11949 | 12591 | 24540 | 11949 | 12591 |
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 | 300700 | 121156 | -3359 | -118390 | -401411 | -41423 |
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{ "first_band": { "type": "dcm", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 92, "offset": 0, "a": 0.96494 } } }
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# | 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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