Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534644.5867 | 554288.8766 | -19644.2898 | 78916.5862 | -3105.4948 | 82022.0811 |
Total P&L (%) | 534.6446 | 554.2889 | -19.6443 | 78.9166 | -3.1055 | 82.0221 |
Avg Daily Profit (%) | 0.2567 | 0.2662 | -0.0094 | 0.0279 | -0.0015 | 0.0288 |
Buy And Hold Return (%) | 66.803 | 66.803 | 66.803 | 66.803 | 66.803 | 66.803 |
Max Trade Drawdown | -129740 | -88540 | -80390 | -1315908 | -1162420 | -420171 |
Profit Factor | 1.8249 | 2.4186 | 0.9237 | 1.0205 | 0.9988 | 1.0702 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 35.7895 | 38.2979 | 33.3333 | 35.7895 | 38.2979 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.2741 | 3.8967 | 1.8474 | 1.8309 | 1.6092 | 2.1404 |
Largest Winning Trade | 452529 | 452529 | 47146 | 969312 | 969312 | 301296 |
Largest Losing Trade | -41546 | -41546 | -23637 | -371726 | -371726 | -129206 |
Avg Bars in Trades | 256 | 356 | 158 | 256 | 356 | 158 |
Avg Bars in Winners | 442 | 556 | 314 | 442 | 556 | 314 |
Avg Bars in Losers | 152 | 231 | 80 | 152 | 231 | 80 |
Bars Traded | 24347 | 16739 | 7608 | 24347 | 16739 | 7608 |
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 | 241628 | 314698 | -584392 | -467059 | -582469 | -397967 |
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{ "first_band": { "type": "t3", "factors": { "length": 204, "offset": 91, "a": 0.77727 } }, "second_band": { "type": "dcu", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 204, "offset": 91, "a": 0.77727 } }, "second_band": { "type": "dcu", "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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