Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2723753.7902 | 2614857.8554 | 108895.9348 | 75603981.4587 | 39178068.6365 | 36425912.8222 |
Total P&L (%) | 2723.7538 | 2614.8579 | 108.8959 | 75603.9815 | 39178.0686 | 36425.9128 |
Avg Daily Profit (%) | 1.2068 | 1.1586 | 0.0482 | 0.2942 | 0.265 | 0.2618 |
Buy And Hold Return (%) | 8063.5058 | 8063.5058 | 8063.5058 | 8063.5058 | 8063.5058 | 8063.5058 |
Max Trade Drawdown | -74824 | -89683 | -42812 | -39443880 | -41280268 | -16185719 |
Profit Factor | 7.779 | 11.5271 | 1.7099 | 1.7003 | 1.513 | 2.1534 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 45.122 | 48.7805 | 41.4634 | 45.122 | 48.7805 | 41.4634 |
Ratio Avg Win / Avg Loss | 9.461 | 12.1035 | 2.414 | 2.068 | 1.5886 | 3.0401 |
Largest Winning Trade | 1763249 | 1763249 | 40275 | 60164443 | 60164443 | 21853046 |
Largest Losing Trade | -39525 | -39525 | -28114 | -35617453 | -35617453 | -15143444 |
Avg Bars in Trades | 53 | 73 | 33 | 53 | 73 | 33 |
Avg Bars in Winners | 76 | 96 | 53 | 76 | 96 | 53 |
Avg Bars in Losers | 34 | 52 | 20 | 34 | 52 | 20 |
Bars Traded | 4407 | 3016 | 1390 | 4407 | 3016 | 1390 |
Profit Streak | 58.6075 | 68.1075 | 0 | 58.6075 | 68.1075 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153844 | -143241 | -294297 | 70216 | 365831 | 274162 |
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{ "first_band": { "type": "t3", "factors": { "length": 64, "offset": 0, "a": 0.76723 } }, "second_band": { "type": "dcm", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 64, "offset": 0, "a": 0.76723 } }, "second_band": { "type": "dcm", "factors": { "length": 80, "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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