Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2655124.9303 | 2619738.5713 | 35386.3589 | 13396482.7723 | 11222440.9013 | 2174041.871 |
Total P&L (%) | 2655.1249 | 2619.7386 | 35.3864 | 13396.4828 | 11222.4409 | 2174.0419 |
Avg Daily Profit (%) | 1.4323 | 1.4132 | 0.0191 | 0.265 | 0.2555 | 0.1687 |
Buy And Hold Return (%) | 4431.8277 | 4431.8277 | 4431.8277 | 4431.8277 | 4431.8277 | 4431.8277 |
Max Trade Drawdown | -119060 | -133279 | -54395 | -4060459 | -4474546 | -2125065 |
Profit Factor | 7.0896 | 10.1923 | 1.2343 | 1.7112 | 2.0304 | 1.2737 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 55.6962 | 56.4103 | 55 | 55.6962 | 56.4103 | 55 |
Ratio Avg Win / Avg Loss | 5.6395 | 7.8759 | 1.0099 | 1.3612 | 1.5689 | 1.0421 |
Largest Winning Trade | 1971758 | 1971758 | 43399 | 4225815 | 4225815 | 2334727 |
Largest Losing Trade | -64570 | -64570 | -25925 | -1903252 | -1903252 | -1554658 |
Avg Bars in Trades | 86 | 154 | 19 | 86 | 154 | 19 |
Avg Bars in Winners | 99 | 175 | 24 | 99 | 175 | 24 |
Avg Bars in Losers | 69 | 127 | 14 | 69 | 127 | 14 |
Bars Traded | 6822 | 6024 | 798 | 6822 | 6024 | 798 |
Profit Streak | 192.117 | 192.117 | 192.367 | 192.117 | 192.117 | 192.367 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172714 | -142110 | -331521 | -21546 | 370252 | -156156 |
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{ "first_band": { "type": "t3", "factors": { "length": 86, "offset": 0, "a": 0.69683 } }, "second_band": { "type": "dcu", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 86, "offset": 0, "a": 0.69683 } }, "second_band": { "type": "dcu", "factors": { "length": 46, "offset": 0 } } }
# | 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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