Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1521065.3752 | 1528215.1642 | -7149.7891 | 79760.3928 | 579769.335 | -500008.9421 |
Total P&L (%) | 1521.0654 | 1528.2152 | -7.1498 | 79.7604 | 579.7693 | -500.0089 |
Avg Daily Profit (%) | 0.8157 | 0.8196 | -0.0038 | 0.0315 | 0.1028 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137747 | -90091 | -160998 | -865412 | -355118 | -764889 |
Profit Factor | 2.7229 | 4.6336 | 0.9845 | 1.0241 | 1.385 | 0.7237 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 29.4118 | 27.2727 | 31.5789 | 29.4118 | 27.2727 | 31.5789 |
Ratio Avg Win / Avg Loss | 6.5351 | 12.3562 | 2.1332 | 2.4577 | 3.6933 | 1.5681 |
Largest Winning Trade | 1579923 | 1579923 | 51835 | 951812 | 951812 | 236367 |
Largest Losing Trade | -37349 | -23091 | -37349 | -197738 | -111612 | -197738 |
Avg Bars in Trades | 35 | 34 | 37 | 35 | 34 | 37 |
Avg Bars in Winners | 81 | 80 | 82 | 81 | 80 | 82 |
Avg Bars in Losers | 16 | 16 | 15 | 16 | 16 | 15 |
Bars Traded | 5438 | 2623 | 2815 | 5438 | 2623 | 2815 |
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 | 317030 | -41046 | -634622 | -353390 | -115315 | -634622 |
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{ "first_band": { "type": "t3", "factors": { "length": 46, "offset": 0, "a": 0.63538 } }, "second_band": { "type": "dema", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 46, "offset": 0, "a": 0.63538 } }, "second_band": { "type": "dema", "factors": { "length": 11, "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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