Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1283372.9178 | 1373812.631 | -90439.7132 | -2857.3089 | 88709.1375 | -91566.4464 |
Total P&L (%) | 1283.3729 | 1373.8126 | -90.4397 | -2.8573 | 88.7091 | -91.5664 |
Avg Daily Profit (%) | 0.5676 | 0.6076 | -0.04 | -0.0013 | 0.0281 | -0.1093 |
Buy And Hold Return (%) | 347.0395 | 347.0395 | 347.0395 | 347.0395 | 347.0395 | 347.0395 |
Max Trade Drawdown | -130622 | -76708 | -185939 | -324843 | -196018 | -191156 |
Profit Factor | 2.8131 | 5.1471 | 0.7598 | 0.9977 | 1.147 | 0.8621 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 34.0659 | 32.6087 | 35.5556 | 34.0659 | 32.6087 | 35.5556 |
Ratio Avg Win / Avg Loss | 5.4446 | 10.6374 | 1.3772 | 1.9311 | 2.3706 | 1.5625 |
Largest Winning Trade | 1230456 | 1230456 | 48884 | 269905 | 269905 | 98752 |
Largest Losing Trade | -58653 | -34829 | -58653 | -163045 | -86553 | -163045 |
Avg Bars in Trades | 46 | 44 | 48 | 46 | 44 | 48 |
Avg Bars in Winners | 91 | 80 | 101 | 91 | 80 | 101 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 4231 | 2031 | 2200 | 4231 | 2031 | 2200 |
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 | 291766 | 377128 | -584662 | -583954 | -385490 | -583551 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 109 } }, "second_band": { "type": "t3", "factors": { "length": 6, "offset": 0, "a": 0.73846 } } }
# | 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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