Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1619312.6832 | 1496478.5287 | 122834.1545 | 2525511.5358 | 184650.9081 | 2340860.6277 |
Total P&L (%) | 1619.3127 | 1496.4785 | 122.8342 | 2525.5115 | 184.6509 | 2340.8606 |
Avg Daily Profit (%) | 0.8764 | 0.8099 | 0.0665 | 0.177 | 0.0566 | 0.1731 |
Buy And Hold Return (%) | 14.883 | 14.883 | 14.883 | 14.883 | 14.883 | 14.883 |
Max Trade Drawdown | -62496 | -55802 | -73535 | -1913207 | -1700366 | -807137 |
Profit Factor | 3.8879 | 6.0571 | 1.4639 | 1.2646 | 1.0328 | 1.5984 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 38.1443 | 32.6531 | 43.75 | 38.1443 | 32.6531 | 43.75 |
Ratio Avg Win / Avg Loss | 6.3048 | 12.4927 | 1.8821 | 2.0507 | 2.1301 | 2.0551 |
Largest Winning Trade | 1406976 | 1406976 | 65040 | 1035021 | 1035021 | 773127 |
Largest Losing Trade | -33467 | -16858 | -33467 | -536435 | -536435 | -514560 |
Avg Bars in Trades | 111 | 109 | 112 | 111 | 109 | 112 |
Avg Bars in Winners | 199 | 215 | 186 | 199 | 215 | 186 |
Avg Bars in Losers | 56 | 58 | 55 | 56 | 58 | 55 |
Bars Traded | 10771 | 5365 | 5406 | 10771 | 5365 | 5406 |
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 | 570947 | 541911 | -104310 | 160841 | -307305 | 305441 |
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{ "first_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.68506 } }, "second_band": { "type": "dema", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.68506 } }, "second_band": { "type": "dema", "factors": { "length": 68, "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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