Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 957500.5767 | 775315.2202 | 182185.3565 | 27782897.5658 | 26164031.5952 | 1618865.9705 |
Total P&L (%) | 957.5006 | 775.3152 | 182.1854 | 27782.8976 | 26164.0316 | 1618.866 |
Avg Daily Profit (%) | 0.383 | 0.3101 | 0.0729 | 0.2255 | 0.2231 | 0.1138 |
Buy And Hold Return (%) | 725.2024 | 725.2024 | 725.2024 | 725.2024 | 725.2024 | 725.2024 |
Max Trade Drawdown | -69996 | -65747 | -55678 | -6100497 | -3069872 | -5133560 |
Profit Factor | 4.222 | 7.1028 | 2.0709 | 3.0832 | 6.0045 | 1.1997 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 60.9375 | 56.25 | 65.625 | 60.9375 | 56.25 | 65.625 |
Ratio Avg Win / Avg Loss | 2.7064 | 5.5244 | 1.0847 | 1.9764 | 4.6702 | 0.6284 |
Largest Winning Trade | 352379 | 352379 | 40429 | 13820366 | 13820366 | 1320799 |
Largest Losing Trade | -55678 | -23537 | -55678 | -5133560 | -1275782 | -5133560 |
Avg Bars in Trades | 140 | 167 | 112 | 140 | 167 | 112 |
Avg Bars in Winners | 167 | 188 | 148 | 167 | 188 | 148 |
Avg Bars in Losers | 98 | 141 | 43 | 98 | 141 | 43 |
Bars Traded | 8981 | 5372 | 3609 | 8981 | 5372 | 3609 |
Profit Streak | 424.1111 | 432.8611 | 424.1111 | 424.1111 | 432.8611 | 424.1111 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -189964 | -124637 | -255260 | -126522 | 680333 | -45195 |
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{ "first_band": { "type": "t3", "factors": { "length": 104, "offset": 0, "a": 0.70547 } }, "second_band": { "type": "dcm", "factors": { "length": 248, "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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