Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1482681.0688 | 1522901.5262 | -40220.4574 | -72895.024 | 43682.9782 | -116578.0022 |
Total P&L (%) | 1482.6811 | 1522.9015 | -40.2205 | -72.895 | 43.683 | -116.578 |
Avg Daily Profit (%) | 0.7117 | 0.731 | -0.0193 | -0.0626 | 0.0174 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202816 | -200084 | -105760 | -816052 | -622550 | -289558 |
Profit Factor | 2.4611 | 3.1406 | 0.8674 | 0.9579 | 1.0369 | 0.7875 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 39.1608 | 32.3944 | 45.8333 | 39.1608 | 32.3944 | 45.8333 |
Ratio Avg Win / Avg Loss | 3.8235 | 6.5542 | 1.0251 | 1.4882 | 2.164 | 0.9306 |
Largest Winning Trade | 1571021 | 1571021 | 43787 | 401192 | 401192 | 128394 |
Largest Losing Trade | -56180 | -56180 | -46572 | -197032 | -197032 | -144276 |
Avg Bars in Trades | 171 | 274 | 69 | 171 | 274 | 69 |
Avg Bars in Winners | 242 | 460 | 90 | 242 | 460 | 90 |
Avg Bars in Losers | 125 | 184 | 51 | 125 | 184 | 51 |
Bars Traded | 24473 | 19464 | 5009 | 24473 | 19464 | 5009 |
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 | 477522 | -75227 | -660189 | -582948 | -444106 | -661856 |
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{ "first_band": { "type": "dcl", "factors": { "length": 92, "offset": 124 } }, "second_band": { "type": "t3", "factors": { "length": 86, "offset": 0, "a": 0.66155 } } }
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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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