Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -30155.0284 | 184538.6812 | -214693.7096 | 8001737.2637 | 2921393.836 | 5080343.4278 |
Total P&L (%) | -30.155 | 184.5387 | -214.6937 | 8001.7373 | 2921.3938 | 5080.3434 |
Avg Daily Profit (%) | -0.0139 | 0.085 | -0.0989 | 0.2027 | 0.1571 | 0.182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -546924 | -102304 | -542222 | -943768 | -924641 | -951546 |
Profit Factor | 0.97 | 1.6685 | 0.7055 | 2.1695 | 1.8026 | 2.5865 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 65 | 28 | 37 | 63 | 27 | 36 |
Losing Trades | 37 | 23 | 14 | 39 | 24 | 15 |
Profitability (%) | 63.7255 | 54.902 | 72.549 | 61.7647 | 52.9412 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.5522 | 1.3706 | 0.2669 | 1.343 | 1.6023 | 1.0777 |
Largest Winning Trade | 62184 | 62184 | 35856 | 940405 | 940405 | 914620 |
Largest Losing Trade | -452258 | -33967 | -452258 | -886886 | -716007 | -886886 |
Avg Bars in Trades | 124 | 118 | 129 | 124 | 118 | 129 |
Avg Bars in Winners | 97 | 89 | 103 | 101 | 94 | 107 |
Avg Bars in Losers | 171 | 154 | 199 | 159 | 145 | 182 |
Bars Traded | 12654 | 6046 | 6608 | 12654 | 6046 | 6608 |
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 | -578727 | -256823 | -757910 | 463435 | -168583 | -165681 |
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{ "first_band": { "type": "dcm", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 154, "offset": 0, "a": 0.61599 } } }
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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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