Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2125300.8725 | 2179290.9269 | -53990.0544 | 996618.6593 | 1557225.2582 | -560606.5989 |
Total P&L (%) | 2125.3009 | 2179.2909 | -53.9901 | 996.6187 | 1557.2253 | -560.6066 |
Avg Daily Profit (%) | 1.0824 | 1.1099 | -0.0275 | 0.122 | 0.1431 | 0 |
Buy And Hold Return (%) | 1386.0948 | 1386.0948 | 1386.0948 | 1386.0948 | 1386.0948 | 1386.0948 |
Max Trade Drawdown | -123971 | -86395 | -71938 | -4099903 | -2442935 | -1840107 |
Profit Factor | 5.1984 | 8.8402 | 0.7635 | 1.1212 | 1.3537 | 0.8533 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 39.726 | 41.6667 | 37.8378 | 39.726 | 41.6667 | 37.8378 |
Ratio Avg Win / Avg Loss | 7.8873 | 12.3762 | 1.2543 | 1.7011 | 1.8952 | 1.4018 |
Largest Winning Trade | 1934210 | 1934210 | 31960 | 1638990 | 1638990 | 1119052 |
Largest Losing Trade | -49555 | -49555 | -27868 | -1780033 | -1780033 | -1387774 |
Avg Bars in Trades | 102 | 172 | 33 | 102 | 172 | 33 |
Avg Bars in Winners | 148 | 249 | 40 | 148 | 249 | 40 |
Avg Bars in Losers | 71 | 118 | 28 | 71 | 118 | 28 |
Bars Traded | 7452 | 6225 | 1227 | 7452 | 6225 | 1227 |
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 | -68921 | 323274 | -583835 | -361825 | -130679 | -583835 |
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{ "first_band": { "type": "t3", "factors": { "length": 119, "offset": 0, "a": 0.74332 } }, "second_band": { "type": "dcu", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 119, "offset": 0, "a": 0.74332 } }, "second_band": { "type": "dcu", "factors": { "length": 55, "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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