Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1418585.7128 | 1182380.6239 | 236205.0889 | 65691904.9093 | 5360343.4112 | 60331561.4981 |
Total P&L (%) | 1418.5857 | 1182.3806 | 236.2051 | 65691.9049 | 5360.3434 | 60331.5615 |
Avg Daily Profit (%) | 0.5964 | 0.4971 | 0.0993 | 0.2732 | 0.1683 | 0.2696 |
Buy And Hold Return (%) | 423.0089 | 423.0089 | 423.0089 | 423.0089 | 423.0089 | 423.0089 |
Max Trade Drawdown | -81173 | -60270 | -70934 | -64414733 | -46748448 | -22741158 |
Profit Factor | 3.0229 | 4.2111 | 1.7092 | 1.4387 | 1.0607 | 1.9823 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 49.6183 | 49.2308 | 50 | 49.6183 | 49.2308 | 50 |
Ratio Avg Win / Avg Loss | 3.0694 | 4.3427 | 1.7092 | 1.4608 | 1.0938 | 1.9823 |
Largest Winning Trade | 531403 | 531403 | 62678 | 34207494 | 34207494 | 26348287 |
Largest Losing Trade | -33291 | -28730 | -33291 | -28287471 | -28287471 | -15602875 |
Avg Bars in Trades | 70 | 55 | 84 | 70 | 55 | 84 |
Avg Bars in Winners | 86 | 68 | 103 | 86 | 68 | 103 |
Avg Bars in Losers | 54 | 42 | 66 | 54 | 42 | 66 |
Bars Traded | 9203 | 3602 | 5601 | 9203 | 3602 | 5601 |
Profit Streak | 19.7751 | 20.7751 | 19.7751 | 19.7751 | 20.7751 | 19.7751 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 563991 | -116926 | -346571 | 390890 | -277435 | -111225 |
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{ "first_band": { "type": "dcm", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 13, "offset": 0, "a": 0.22582 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 13, "offset": 0, "a": 0.22582 } } }
# | 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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