Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 891752.0994 | 801626.4519 | 90125.6475 | 8884605.624 | 13196357.2841 | -4311751.6601 |
Total P&L (%) | 891.7521 | 801.6265 | 90.1256 | 8884.6056 | 13196.3573 | -4311.7517 |
Avg Daily Profit (%) | 0.4281 | 0.3848 | 0.0433 | 0.2162 | 0.235 | 0 |
Buy And Hold Return (%) | 1214.3135 | 1214.3135 | 1214.3135 | 1214.3135 | 1214.3135 | 1214.3135 |
Max Trade Drawdown | -87158 | -45207 | -82223 | -5039307 | -2712862 | -7186583 |
Profit Factor | 3.0042 | 5.153 | 1.3578 | 1.3736 | 2.4347 | 0.7043 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 49.5413 | 42.5926 | 56.3636 | 49.5413 | 42.5926 | 56.3636 |
Ratio Avg Win / Avg Loss | 3.0598 | 6.9454 | 1.0512 | 1.3991 | 3.2816 | 0.5453 |
Largest Winning Trade | 357956 | 357956 | 45713 | 10754105 | 10754105 | 1656214 |
Largest Losing Trade | -32167 | -27325 | -32167 | -3639851 | -1608950 | -3639851 |
Avg Bars in Trades | 222 | 233 | 212 | 222 | 233 | 212 |
Avg Bars in Winners | 291 | 356 | 242 | 291 | 356 | 242 |
Avg Bars in Losers | 156 | 142 | 174 | 156 | 142 | 174 |
Bars Traded | 24301 | 12594 | 11707 | 24301 | 12594 | 11707 |
Profit Streak | 0 | 168.2149 | 0 | 0 | 168.2149 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149940 | -330221 | -479688 | 317564 | -168992 | -760008 |
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{ "first_band": { "type": "t3", "factors": { "length": 238, "offset": 0, "a": 0.74788 } }, "second_band": { "type": "dcm", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 238, "offset": 0, "a": 0.74788 } }, "second_band": { "type": "dcm", "factors": { "length": 200, "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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