Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407027.9729 | 382760.0389 | 24267.934 | -74170.0435 | -68145.5115 | -6024.532 |
Total P&L (%) | 407.028 | 382.76 | 24.2679 | -74.17 | -68.1455 | -6.0245 |
Avg Daily Profit (%) | 0.2135 | 0.2007 | 0.0127 | -0.071 | -0.06 | -0.0033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234596 | -224491 | -13879 | -630656 | -612735 | -33235 |
Profit Factor | 1.7814 | 1.7916 | 1.6492 | 0.9088 | 0.9116 | 0.8584 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 45.0549 | 35.5556 | 54.3478 | 45.0549 | 35.5556 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.1725 | 3.2473 | 1.3854 | 1.1083 | 1.6523 | 0.721 |
Largest Winning Trade | 497449 | 497449 | 7687 | 545133 | 545133 | 5364 |
Largest Losing Trade | -66042 | -66042 | -6065 | -394911 | -394911 | -10168 |
Avg Bars in Trades | 236 | 467 | 9 | 236 | 467 | 9 |
Avg Bars in Winners | 223 | 560 | 7 | 223 | 560 | 7 |
Avg Bars in Losers | 246 | 416 | 11 | 246 | 416 | 11 |
Bars Traded | 21486 | 21040 | 446 | 21486 | 21040 | 446 |
Profit Streak | 3.2166 | 0 | 85.6333 | 3.2166 | 0 | 85.6333 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305655 | 197069 | -175992 | -581735 | -583551 | -578902 |
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{ "first_band": { "type": "dcl", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 84, "offset": 0, "a": 0.65225 } } }
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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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