Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82193.5089 | 47862.003 | 34331.5059 | 41976.2995 | 61881.7183 | -19905.4188 |
Total P&L (%) | 82.1935 | 47.862 | 34.3315 | 41.9763 | 61.8817 | -19.9054 |
Avg Daily Profit (%) | 0.3156 | 0.1838 | 0.1318 | 0.1347 | 0.1851 | -0.0852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58665 | -18245 | -65051 | -142511 | -22224 | -156709 |
Profit Factor | 1.4471 | 1.7662 | 1.2829 | 1.1342 | 1.7396 | 0.9131 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 69.7674 | 67.4419 | 72.093 | 69.7674 | 67.4419 | 72.093 |
Ratio Avg Win / Avg Loss | 0.6271 | 0.8526 | 0.4966 | 0.4915 | 0.8398 | 0.3535 |
Largest Winning Trade | 19114 | 9897 | 19114 | 22445 | 13843 | 22445 |
Largest Losing Trade | -58665 | -12924 | -58665 | -142511 | -16014 | -142511 |
Avg Bars in Trades | 283 | 296 | 270 | 283 | 296 | 270 |
Avg Bars in Winners | 215 | 237 | 194 | 215 | 237 | 194 |
Avg Bars in Losers | 440 | 417 | 467 | 440 | 417 | 467 |
Bars Traded | 24372 | 12735 | 11637 | 24372 | 12735 | 11637 |
Profit Streak | 0 | 11.6173 | 0 | 0 | 11.6173 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345594 | 290755 | -19925 | -88162 | 324685 | -579258 |
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{ "first_band": { "type": "dcm", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 211, "offset": 0, "a": 0.22295 } } }
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# | 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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