Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254158.735 | 239503.9298 | 14654.8052 | -30122.5809 | 123533.8602 | -153656.4411 |
Total P&L (%) | 254.1587 | 239.5039 | 14.6548 | -30.1226 | 123.5339 | -153.6564 |
Avg Daily Profit (%) | 0.1801 | 0.1697 | 0.0104 | -0.0254 | 0.057 | 0 |
Buy And Hold Return (%) | 10.2647 | 10.2647 | 10.2647 | 10.2647 | 10.2647 | 10.2647 |
Max Trade Drawdown | -107704 | -104609 | -141178 | -398750 | -400953 | -312349 |
Profit Factor | 1.2524 | 1.4462 | 1.0312 | 0.9868 | 1.1001 | 0.8528 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 171 | 82 | 89 | 171 | 82 | 89 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 65.019 | 62.5954 | 67.4242 | 65.019 | 62.5954 | 67.4242 |
Ratio Avg Win / Avg Loss | 0.6738 | 0.8642 | 0.4982 | 0.5309 | 0.6574 | 0.412 |
Largest Winning Trade | 32779 | 32779 | 17589 | 105983 | 105983 | 67791 |
Largest Losing Trade | -66330 | -53049 | -66330 | -167472 | -167205 | -167472 |
Avg Bars in Trades | 63 | 78 | 48 | 63 | 78 | 48 |
Avg Bars in Winners | 38 | 46 | 31 | 38 | 46 | 31 |
Avg Bars in Losers | 110 | 133 | 84 | 110 | 133 | 84 |
Bars Traded | 16794 | 10336 | 6458 | 16794 | 10336 | 6458 |
Profit Streak | 462.3649 | 0 | 503.9482 | 462.3649 | 0 | 503.9482 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341455 | 291558 | -396155 | -576870 | -227449 | -577352 |
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{ "first_band": { "type": "dcl", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 118, "offset": 0, "a": 0.84377 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 118, "offset": 0, "a": 0.84377 } } }
# | 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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