Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592255.8308 | 431687.5723 | 160568.2585 | -1099752.9532 | -119729.0103 | -980023.9428 |
Total P&L (%) | 592.2558 | 431.6876 | 160.5683 | -1099.753 | -119.729 | -980.0239 |
Avg Daily Profit (%) | 0.2843 | 0.2072 | 0.0771 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149515 | -44970 | -193693 | -1416217 | -503872 | -1034794 |
Profit Factor | 1.774 | 2.868 | 1.3006 | 0.661 | 0.8858 | 0.5537 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 76 | 37 | 39 | 54 | 30 | 24 |
Losing Trades | 53 | 27 | 26 | 75 | 34 | 41 |
Profitability (%) | 58.9147 | 57.8125 | 60 | 41.8605 | 46.875 | 36.9231 |
Ratio Avg Win / Avg Loss | 1.2371 | 2.0929 | 0.8671 | 0.918 | 1.0039 | 0.9459 |
Largest Winning Trade | 64211 | 64211 | 56655 | 335922 | 158589 | 335922 |
Largest Losing Trade | -148817 | -44970 | -148817 | -619771 | -157909 | -619771 |
Avg Bars in Trades | 187 | 159 | 215 | 187 | 159 | 215 |
Avg Bars in Winners | 181 | 159 | 203 | 185 | 162 | 214 |
Avg Bars in Losers | 196 | 160 | 234 | 189 | 157 | 216 |
Bars Traded | 24232 | 10228 | 14004 | 24232 | 10228 | 14004 |
Profit Streak | 37.5166 | 0 | 88.6833 | 0 | 52.1 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469921 | -125009 | -220600 | -583601 | -718519 | -717821 |
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{ "first_band": { "type": "t3", "factors": { "length": 234, "offset": 0, "a": 0.28131 } }, "second_band": { "type": "dema", "factors": { "length": 214, "offset": 224 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 234, "offset": 0, "a": 0.28131 } }, "second_band": { "type": "dema", "factors": { "length": 214, "offset": 224 } } }
# | 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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