Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173348.605 | 334395.0908 | -161046.4858 | -144074.3303 | 238973.8107 | -383048.141 |
Total P&L (%) | 173.3486 | 334.3951 | -161.0465 | -144.0743 | 238.9738 | -383.0481 |
Avg Daily Profit (%) | 0.0902 | 0.1741 | -0.0838 | 0 | 0.0636 | 0 |
Buy And Hold Return (%) | 32.9644 | 32.9644 | 32.9644 | 32.9644 | 32.9644 | 32.9644 |
Max Trade Drawdown | -191856 | -145592 | -174567 | -504606 | -175727 | -386660 |
Profit Factor | 1.3 | 2.1966 | 0.4603 | 0.8162 | 1.8705 | 0.248 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 29 | 12 | 17 | 29 | 18 | 11 |
Losing Trades | 30 | 17 | 13 | 30 | 11 | 19 |
Profitability (%) | 49.1525 | 41.3793 | 56.6667 | 49.1525 | 62.069 | 36.6667 |
Ratio Avg Win / Avg Loss | 1.3448 | 3.1119 | 0.352 | 0.8444 | 1.1431 | 0.4283 |
Largest Winning Trade | 195998 | 195998 | 26899 | 156179 | 156179 | 45326 |
Largest Losing Trade | -154273 | -76007 | -154273 | -363873 | -175727 | -363873 |
Avg Bars in Trades | 164 | 312 | 21 | 164 | 312 | 21 |
Avg Bars in Winners | 127 | 287 | 13 | 232 | 360 | 23 |
Avg Bars in Losers | 201 | 330 | 32 | 99 | 235 | 20 |
Bars Traded | 9723 | 9073 | 650 | 9723 | 9073 | 650 |
Profit Streak | 293.6901 | 435.8568 | 293.6901 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -252426 | 328801 | -579095 | -760607 | -104100 | -585732 |
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{ "first_band": { "type": "dcl", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 126, "offset": 0, "a": 0.14052 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 126, "offset": 0, "a": 0.14052 } } }
# | 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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