Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1704515.7827 | 1844044.3409 | -139528.5582 | -98130.6058 | -68209.6723 | -29920.9335 |
Total P&L (%) | 1704.5158 | 1844.0443 | -139.5286 | -98.1306 | -68.2097 | -29.9209 |
Avg Daily Profit (%) | 0.7222 | 0.7813 | -0.0591 | -0.1685 | -0.0485 | -0.0151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -299637 | -147825 | -254571 | -103990 | -54515 | -58118 |
Profit Factor | 2.566 | 3.7833 | 0.6724 | 0.5796 | 0.5543 | 0.6277 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 38.8889 | 33.3333 | 44.4444 | 38.8889 | 33.3333 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.0322 | 7.5666 | 0.8405 | 0.9107 | 1.1086 | 0.7846 |
Largest Winning Trade | 2100828 | 2100828 | 47225 | 36022 | 36022 | 13758 |
Largest Losing Trade | -69745 | -56819 | -69745 | -29348 | -29348 | -13519 |
Avg Bars in Trades | 64 | 96 | 31 | 64 | 96 | 31 |
Avg Bars in Winners | 81 | 139 | 38 | 81 | 139 | 38 |
Avg Bars in Losers | 52 | 74 | 26 | 52 | 74 | 26 |
Bars Traded | 9226 | 6931 | 2295 | 9226 | 6931 | 2295 |
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 | 484319 | -66030 | -662396 | -584717 | -665050 | -662396 |
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{ "first_band": { "type": "t3", "factors": { "length": 123, "offset": 0, "a": 0.44038 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 123, "offset": 0, "a": 0.44038 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "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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