Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851694.1536 | 751764.3189 | 99929.8347 | 9731776.9595 | 10213136.7588 | -481359.7993 |
Total P&L (%) | 851.6942 | 751.7643 | 99.9298 | 9731.777 | 10213.1368 | -481.3598 |
Avg Daily Profit (%) | 0.4089 | 0.3609 | 0.048 | 0.2205 | 0.2228 | 0 |
Buy And Hold Return (%) | 1237.0902 | 1237.0902 | 1237.0902 | 1237.0902 | 1237.0902 | 1237.0902 |
Max Trade Drawdown | -57526 | -49847 | -50497 | -3469271 | -1969337 | -2416920 |
Profit Factor | 2.8214 | 4.4753 | 1.3977 | 1.7586 | 2.7511 | 0.9312 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 41.1765 | 38.9831 | 43.3333 | 41.1765 | 38.9831 | 43.3333 |
Ratio Avg Win / Avg Loss | 4.0306 | 7.0048 | 1.8277 | 2.5122 | 4.3061 | 1.2177 |
Largest Winning Trade | 348605 | 348605 | 52593 | 6703775 | 6703775 | 1847202 |
Largest Losing Trade | -31495 | -20674 | -31495 | -1484064 | -1147104 | -1484064 |
Avg Bars in Trades | 204 | 197 | 210 | 204 | 197 | 210 |
Avg Bars in Winners | 342 | 347 | 338 | 342 | 347 | 338 |
Avg Bars in Losers | 107 | 102 | 113 | 107 | 102 | 113 |
Bars Traded | 24328 | 11672 | 12656 | 24328 | 11672 | 12656 |
Profit Streak | 76.1227 | 76.2061 | 76.1227 | 76.1227 | 76.2061 | 76.1227 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152719 | -329638 | -464033 | 338283 | -167202 | -750326 |
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{ "first_band": { "type": "t3", "factors": { "length": 232, "offset": 0, "a": 0.83225 } }, "second_band": { "type": "dcm", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 232, "offset": 0, "a": 0.83225 } }, "second_band": { "type": "dcm", "factors": { "length": 49, "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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