Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779798.9331 | 742402.4908 | 37396.4423 | -28436169.4725 | -5060139.4175 | -23376030.055 |
Total P&L (%) | 779.7989 | 742.4025 | 37.3964 | -28436.1695 | -5060.1394 | -23376.0301 |
Avg Daily Profit (%) | 0.4348 | 0.4139 | 0.0209 | 0 | 0 | 0 |
Buy And Hold Return (%) | 211.7549 | 211.7549 | 211.7549 | 211.7549 | 211.7549 | 211.7549 |
Max Trade Drawdown | -219018 | -57307 | -284709 | -48184868 | -32096943 | -36364165 |
Profit Factor | 2.1844 | 4.9154 | 1.0798 | 0.7634 | 0.9109 | 0.6311 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 45 | 20 | 25 | 40 | 23 | 17 |
Losing Trades | 35 | 20 | 15 | 40 | 17 | 23 |
Profitability (%) | 56.25 | 50 | 62.5 | 50 | 57.5 | 42.5 |
Ratio Avg Win / Avg Loss | 1.699 | 4.9154 | 0.6479 | 0.7634 | 0.6733 | 0.8539 |
Largest Winning Trade | 189172 | 189172 | 69393 | 11571024 | 9487363 | 11571024 |
Largest Losing Trade | -218647 | -27510 | -218647 | -14166210 | -14166210 | -13593859 |
Avg Bars in Trades | 129 | 85 | 173 | 129 | 85 | 173 |
Avg Bars in Winners | 138 | 84 | 182 | 96 | 81 | 117 |
Avg Bars in Losers | 117 | 86 | 158 | 162 | 90 | 215 |
Bars Traded | 10366 | 3420 | 6946 | 10366 | 3420 | 6946 |
Profit Streak | 0 | 0 | 0 | 79.322 | 141.9886 | 79.322 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11271 | 538775 | -463577 | -603186 | -578426 | -583108 |
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{ "first_band": { "type": "dcm", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 41, "offset": 0, "a": 0.7768 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 41, "offset": 0, "a": 0.7768 } } }
# | 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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