Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1662745.0974 | 209563.3353 | -1872308.4327 | 11984552.9166 | -33197383.9739 | 45181936.8905 |
Total P&L (%) | -1662.7451 | 209.5633 | -1872.3084 | 11984.5529 | -33197.384 | 45181.9369 |
Avg Daily Profit (%) | -0.8468 | 0.1067 | -0.9536 | 0.2445 | 0 | 0.3119 |
Buy And Hold Return (%) | 2081.7136 | 2081.7136 | 2081.7136 | 2081.7136 | 2081.7136 | 2081.7136 |
Max Trade Drawdown | -1976056 | -91307 | -2018160 | -64838225 | -56622860 | -21493081 |
Profit Factor | 0.2859 | 2.1674 | 0.1288 | 1.0825 | 0.626 | 1.8005 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 53 | 27 | 26 | 51 | 25 | 26 |
Losing Trades | 17 | 8 | 9 | 19 | 10 | 9 |
Profitability (%) | 75.7143 | 77.1429 | 74.2857 | 72.8571 | 71.4286 | 74.2857 |
Ratio Avg Win / Avg Loss | 0.0917 | 0.6422 | 0.0446 | 0.4033 | 0.2504 | 0.6233 |
Largest Winning Trade | 59375 | 59375 | 41179 | 62263832 | 13283729 | 62263832 |
Largest Losing Trade | -1846025 | -59717 | -1846025 | -38515360 | -38515360 | -18458305 |
Avg Bars in Trades | 107 | 107 | 107 | 107 | 107 | 107 |
Avg Bars in Winners | 54 | 61 | 47 | 60 | 65 | 56 |
Avg Bars in Losers | 273 | 265 | 280 | 234 | 214 | 256 |
Bars Traded | 7544 | 3777 | 3767 | 7544 | 3777 | 3767 |
Profit Streak | 408.686 | 0 | 560.686 | 408.686 | 0 | 560.686 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -675358 | -211424 | -576305 | -218768 | -578009 | 507774 |
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{ "first_band": { "type": "dema", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 244, "offset": 0, "a": 0.93846 } } }
# | 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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