Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1667888.7995 | 1665434.2593 | 2454.5401 | 272126.1995 | 4903459.3372 | -4631333.1377 |
Total P&L (%) | 1667.8888 | 1665.4343 | 2.4545 | 272.1262 | 4903.4593 | -4631.3331 |
Avg Daily Profit (%) | 0.8006 | 0.7994 | 0.0012 | 0.0631 | 0.188 | 0 |
Buy And Hold Return (%) | 78.6058 | 78.6058 | 78.6058 | 78.6058 | 78.6058 | 78.6058 |
Max Trade Drawdown | -227888 | -157396 | -135793 | -15446159 | -9631351 | -5959922 |
Profit Factor | 3.0039 | 4.8 | 1.0062 | 1.0107 | 1.3228 | 0.5509 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 37.5 | 38.6364 | 36.3636 | 37.5 | 38.6364 | 36.3636 |
Ratio Avg Win / Avg Loss | 5.0064 | 7.6235 | 1.7609 | 1.6845 | 2.101 | 0.9641 |
Largest Winning Trade | 1104519 | 1104519 | 68190 | 10685345 | 10685345 | 1766636 |
Largest Losing Trade | -53016 | -53016 | -45581 | -6178671 | -6178671 | -4152960 |
Avg Bars in Trades | 276 | 287 | 265 | 276 | 287 | 265 |
Avg Bars in Winners | 470 | 475 | 464 | 470 | 475 | 464 |
Avg Bars in Losers | 160 | 168 | 152 | 160 | 168 | 152 |
Bars Traded | 24347 | 12645 | 11702 | 24347 | 12645 | 11702 |
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 | 514000 | 592142 | -574822 | -323684 | 176716 | -586022 |
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{ "first_band": { "type": "t3", "factors": { "length": 197, "offset": 0, "a": 0.32064 } }, "second_band": { "type": "dcm", "factors": { "length": 190, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 197, "offset": 0, "a": 0.32064 } }, "second_band": { "type": "dcm", "factors": { "length": 190, "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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