Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181872.6834 | 194508.3371 | -12635.6538 | 15057.2363 | 38819.205 | -23761.9686 |
Total P&L (%) | 181.8727 | 194.5083 | -12.6357 | 15.0572 | 38.8192 | -23.762 |
Avg Daily Profit (%) | 0.3492 | 0.3735 | -0.0243 | 0.0269 | 0.063 | -0.0521 |
Buy And Hold Return (%) | 22.8841 | 22.8841 | 22.8841 | 22.8841 | 22.8841 | 22.8841 |
Max Trade Drawdown | -120139 | -98657 | -28028 | -231064 | -203918 | -35243 |
Profit Factor | 1.6205 | 1.9854 | 0.868 | 1.0349 | 1.1241 | 0.7991 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 43.4343 | 46.9388 | 40 | 43.4343 | 46.9388 | 40 |
Ratio Avg Win / Avg Loss | 2.1104 | 2.2444 | 1.302 | 1.3478 | 1.2707 | 1.1986 |
Largest Winning Trade | 265765 | 265765 | 12415 | 223073 | 223073 | 13036 |
Largest Losing Trade | -24843 | -24843 | -10610 | -66394 | -66394 | -11949 |
Avg Bars in Trades | 239 | 415 | 67 | 239 | 415 | 67 |
Avg Bars in Winners | 353 | 590 | 81 | 353 | 590 | 81 |
Avg Bars in Losers | 151 | 260 | 57 | 151 | 260 | 57 |
Bars Traded | 23709 | 20358 | 3351 | 23709 | 20358 | 3351 |
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 | 327805 | 403656 | -763624 | -507636 | -203407 | -763624 |
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{ "first_band": { "type": "t3", "factors": { "length": 207, "offset": 0, "a": 0.33802 } }, "second_band": { "type": "dcu", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 207, "offset": 0, "a": 0.33802 } }, "second_band": { "type": "dcu", "factors": { "length": 141, "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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