Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15247890.3544 | 15223162.1487 | 24728.2057 | 12487628.0635 | 9848615.1285 | 2639012.9351 |
Total P&L (%) | 15247.8904 | 15223.1621 | 24.7282 | 12487.6281 | 9848.6151 | 2639.0129 |
Avg Daily Profit (%) | 6.7305 | 6.7196 | 0.0109 | 0.2137 | 0.2033 | 0.1462 |
Buy And Hold Return (%) | 9165.807 | 9165.807 | 9165.807 | 9165.807 | 9165.807 | 9165.807 |
Max Trade Drawdown | -124241 | -120253 | -58807 | -34791989 | -38928501 | -11518054 |
Profit Factor | 41.4856 | 54.2673 | 1.2722 | 1.1485 | 1.1433 | 1.1713 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 43.662 | 34.2857 | 52.7778 | 43.662 | 34.2857 | 52.7778 |
Ratio Avg Win / Avg Loss | 53.5298 | 104.0123 | 1.1383 | 1.4819 | 2.1914 | 1.048 |
Largest Winning Trade | 15057693 | 15057693 | 21024 | 37637963 | 37637963 | 6029184 |
Largest Losing Trade | -53660 | -53660 | -18355 | -20112245 | -20112245 | -4042151 |
Avg Bars in Trades | 172 | 328 | 19 | 172 | 328 | 19 |
Avg Bars in Winners | 218 | 525 | 23 | 218 | 525 | 23 |
Avg Bars in Losers | 136 | 225 | 15 | 136 | 225 | 15 |
Bars Traded | 12217 | 11499 | 718 | 12217 | 11499 | 718 |
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 | -78402 | 331251 | -343480 | -195840 | -202414 | -194621 |
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{ "first_band": { "type": "t3", "factors": { "length": 127, "offset": 0, "a": 0.53844 } }, "second_band": { "type": "dcu", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 127, "offset": 0, "a": 0.53844 } }, "second_band": { "type": "dcu", "factors": { "length": 93, "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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