Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1094144.9684 | 992559.3201 | 101585.6483 | 6734874.0581 | 3163977.6092 | 3570896.4489 |
Total P&L (%) | 1094.145 | 992.5593 | 101.5856 | 6734.8741 | 3163.9776 | 3570.8964 |
Avg Daily Profit (%) | 0.5252 | 0.4764 | 0.0488 | 0.203 | 0.1674 | 0.1731 |
Buy And Hold Return (%) | 210.2917 | 210.2917 | 210.2917 | 210.2917 | 210.2917 | 210.2917 |
Max Trade Drawdown | -110658 | -148308 | -93152 | -4329597 | -2755703 | -2292121 |
Profit Factor | 2.9528 | 4.3273 | 1.3878 | 1.4318 | 1.3378 | 1.5732 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 38.0952 | 30.9524 | 45.2381 | 38.0952 | 30.9524 | 45.2381 |
Ratio Avg Win / Avg Loss | 4.7983 | 9.6531 | 1.6799 | 2.3267 | 2.9842 | 1.9044 |
Largest Winning Trade | 416324 | 416324 | 59673 | 3287569 | 2877875 | 3287569 |
Largest Losing Trade | -34500 | -30100 | -34500 | -1995347 | -1615999 | -1995347 |
Avg Bars in Trades | 290 | 276 | 304 | 290 | 276 | 304 |
Avg Bars in Winners | 510 | 519 | 503 | 510 | 519 | 503 |
Avg Bars in Losers | 155 | 167 | 139 | 155 | 167 | 139 |
Bars Traded | 24389 | 11616 | 12774 | 24389 | 11616 | 12774 |
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 | 390707 | 315200 | -293646 | 203707 | 65561 | 319089 |
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{ "first_band": { "type": "t3", "factors": { "length": 219, "offset": 0, "a": 0.6312 } }, "second_band": { "type": "dema", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 219, "offset": 0, "a": 0.6312 } }, "second_band": { "type": "dema", "factors": { "length": 153, "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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