Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941250.8292 | 787485.7008 | 153765.1284 | 4237961.7715 | -388907.0146 | 4626868.7861 |
Total P&L (%) | 941.2508 | 787.4857 | 153.7651 | 4237.9618 | -388.907 | 4626.8688 |
Avg Daily Profit (%) | 0.4519 | 0.3781 | 0.0738 | 0.1812 | 0 | 0.1853 |
Buy And Hold Return (%) | 94.1901 | 94.1901 | 94.1901 | 94.1901 | 94.1901 | 94.1901 |
Max Trade Drawdown | -117722 | -89859 | -74647 | -11979747 | -9221977 | -3007305 |
Profit Factor | 2.2913 | 2.9932 | 1.4606 | 1.0938 | 0.9849 | 1.2385 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 36.2319 | 33.3333 | 39.1304 | 36.2319 | 33.3333 | 39.1304 |
Ratio Avg Win / Avg Loss | 4.0327 | 5.9864 | 2.272 | 1.925 | 1.9699 | 1.9265 |
Largest Winning Trade | 336898 | 336898 | 51378 | 6576950 | 6576950 | 3719203 |
Largest Losing Trade | -31310 | -31310 | -19795 | -2931155 | -2931155 | -2514732 |
Avg Bars in Trades | 177 | 172 | 182 | 177 | 172 | 182 |
Avg Bars in Winners | 313 | 316 | 311 | 313 | 316 | 311 |
Avg Bars in Losers | 100 | 100 | 99 | 100 | 100 | 99 |
Bars Traded | 24490 | 11912 | 12578 | 24490 | 11912 | 12578 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344304 | -93163 | -207728 | -113401 | -686439 | -97454 |
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{ "first_band": { "type": "t3", "factors": { "length": 148, "offset": 0, "a": 0.61579 } }, "second_band": { "type": "dema", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 148, "offset": 0, "a": 0.61579 } }, "second_band": { "type": "dema", "factors": { "length": 97, "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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