Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1861062.2139 | 1798415.6268 | 62646.5872 | 2921549.4851 | 484467.5679 | 2437081.9171 |
Total P&L (%) | 1861.0622 | 1798.4156 | 62.6466 | 2921.5495 | 484.4676 | 2437.0819 |
Avg Daily Profit (%) | 0.9923 | 0.9589 | 0.0334 | 0.1819 | 0.0942 | 0.1726 |
Buy And Hold Return (%) | 580.7223 | 580.7223 | 580.7223 | 580.7223 | 580.7223 | 580.7223 |
Max Trade Drawdown | -161560 | -83098 | -109844 | -2510767 | -2185233 | -793015 |
Profit Factor | 3.9062 | 6.0582 | 1.2199 | 1.3909 | 1.0913 | 2.1231 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 48.1928 | 46.3415 | 50 | 48.1928 | 46.3415 | 50 |
Ratio Avg Win / Avg Loss | 4.1992 | 7.0147 | 1.2199 | 1.4952 | 1.2636 | 2.1231 |
Largest Winning Trade | 1148206 | 1148206 | 59346 | 1160427 | 1160427 | 1122255 |
Largest Losing Trade | -61253 | -37002 | -61253 | -885118 | -885118 | -257682 |
Avg Bars in Trades | 86 | 105 | 68 | 86 | 105 | 68 |
Avg Bars in Winners | 109 | 132 | 88 | 109 | 132 | 88 |
Avg Bars in Losers | 65 | 81 | 49 | 65 | 81 | 49 |
Bars Traded | 7210 | 4315 | 2895 | 7210 | 4315 | 2895 |
Profit Streak | 82.3764 | 111.1264 | 82.3764 | 82.3764 | 111.1264 | 82.3764 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589619 | 647377 | -313850 | 222878 | -353900 | 374210 |
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{ "first_band": { "type": "t3", "factors": { "length": 124, "offset": 0, "a": 0.63531 } }, "second_band": { "type": "dcm", "factors": { "length": 121, "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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