Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117569.4086 | 66527.9092 | 51041.4994 | 178000.7027 | 95934.7346 | 82065.9681 |
Total P&L (%) | 117.5694 | 66.5279 | 51.0415 | 178.0007 | 95.9347 | 82.066 |
Avg Daily Profit (%) | 0.4515 | 0.2555 | 0.196 | 0.3934 | 0.2586 | 0.2304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28582 | -36958 | -12427 | -48473 | -61381 | -20905 |
Profit Factor | 1.8092 | 1.6068 | 2.4317 | 1.7307 | 1.5212 | 2.3784 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 72.0721 | 65.4545 | 78.5714 | 72.0721 | 65.4545 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.7011 | 0.8481 | 0.6632 | 0.6707 | 0.8029 | 0.6487 |
Largest Winning Trade | 15995 | 15995 | 4982 | 37549 | 37549 | 10836 |
Largest Losing Trade | -16503 | -16503 | -12427 | -29014 | -29014 | -20905 |
Avg Bars in Trades | 218 | 341 | 97 | 218 | 341 | 97 |
Avg Bars in Winners | 128 | 185 | 83 | 128 | 185 | 83 |
Avg Bars in Losers | 449 | 638 | 151 | 449 | 638 | 151 |
Bars Traded | 24265 | 18794 | 5471 | 24265 | 18794 | 5471 |
Profit Streak | 10.1821 | 10.1821 | 25.1613 | 10.1821 | 10.1821 | 25.1613 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507015 | -170218 | -167747 | 483692 | -170454 | -166570 |
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{ "first_band": { "type": "dcl", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 242, "offset": 0, "a": 0.56809 } } }
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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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