Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116772.4711 | 33226.8567 | 83545.6144 | 139019.6043 | 39157.4346 | 99862.1697 |
Total P&L (%) | 116.7725 | 33.2269 | 83.5456 | 139.0196 | 39.1574 | 99.8622 |
Avg Daily Profit (%) | 0.4484 | 0.1276 | 0.3208 | 0.3352 | 0.127 | 0.2663 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33167 | -26633 | -31354 | -83820 | -53609 | -74761 |
Profit Factor | 1.5137 | 1.2776 | 1.7765 | 1.3203 | 1.1743 | 1.477 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 44.9153 | 45.7627 | 44.0678 | 44.9153 | 45.7627 | 44.0678 |
Ratio Avg Win / Avg Loss | 1.8565 | 1.5142 | 2.2548 | 1.6192 | 1.3917 | 1.8746 |
Largest Winning Trade | 45050 | 45050 | 24071 | 69060 | 69060 | 31224 |
Largest Losing Trade | -10070 | -9655 | -10070 | -24349 | -23779 | -24349 |
Avg Bars in Trades | 208 | 224 | 192 | 208 | 224 | 192 |
Avg Bars in Winners | 280 | 285 | 275 | 280 | 285 | 275 |
Avg Bars in Losers | 148 | 172 | 126 | 148 | 172 | 126 |
Bars Traded | 24551 | 13216 | 11335 | 24551 | 13216 | 11335 |
Profit Streak | 11.7426 | 11.7426 | 12.7322 | 11.7426 | 11.7426 | 12.7322 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385322 | -203549 | -167278 | 307920 | -233721 | -168836 |
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{ "first_band": { "type": "t3", "factors": { "length": 238, "offset": 0, "a": 0.95887 } }, "second_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } } }
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# | 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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