Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2528484.0789 | 2439076.6676 | 89407.4114 | 66610492.0056 | 72834754.4015 | -6224262.396 |
Total P&L (%) | 2528.4841 | 2439.0767 | 89.4074 | 66610.492 | 72834.7544 | -6224.2624 |
Avg Daily Profit (%) | 1.1175 | 1.078 | 0.0395 | 0.2878 | 0.2918 | 0 |
Buy And Hold Return (%) | 10013.4589 | 10013.4589 | 10013.4589 | 10013.4589 | 10013.4589 | 10013.4589 |
Max Trade Drawdown | -60463 | -68440 | -38496 | -48755449 | -13623771 | -36498194 |
Profit Factor | 7.7 | 14.2377 | 1.4629 | 1.5684 | 2.4276 | 0.9059 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 40.2439 | 39.0244 | 41.4634 | 40.2439 | 39.0244 | 41.4634 |
Ratio Avg Win / Avg Loss | 11.4333 | 22.2465 | 2.0653 | 2.3288 | 3.7932 | 1.279 |
Largest Winning Trade | 1657899 | 1657899 | 51288 | 67272613 | 67272613 | 35033866 |
Largest Losing Trade | -20948 | -14858 | -20948 | -15792697 | -8170956 | -15792697 |
Avg Bars in Trades | 159 | 150 | 168 | 159 | 150 | 168 |
Avg Bars in Winners | 307 | 302 | 312 | 307 | 302 | 312 |
Avg Bars in Losers | 59 | 53 | 66 | 59 | 53 | 66 |
Bars Traded | 13090 | 6186 | 6903 | 13090 | 6186 | 6903 |
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 | -156379 | -148074 | -306992 | -1180 | 331740 | -582395 |
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{ "first_band": { "type": "t3", "factors": { "length": 166, "offset": 0, "a": 0.5046 } }, "second_band": { "type": "dema", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 166, "offset": 0, "a": 0.5046 } }, "second_band": { "type": "dema", "factors": { "length": 35, "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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