Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1407610.6763 | 1330111.251 | 77499.4253 | 4354488.1338 | 2572526.5902 | 1781961.5436 |
Total P&L (%) | 1407.6107 | 1330.1113 | 77.4994 | 4354.4881 | 2572.5266 | 1781.9615 |
Avg Daily Profit (%) | 0.7698 | 0.7274 | 0.0424 | 0.2078 | 0.1799 | 0.1606 |
Buy And Hold Return (%) | 732.5484 | 732.5484 | 732.5484 | 732.5484 | 732.5484 | 732.5484 |
Max Trade Drawdown | -195653 | -93406 | -117084 | -5702281 | -3344681 | -3198736 |
Profit Factor | 3.3302 | 5.7806 | 1.2378 | 1.3569 | 1.4439 | 1.2782 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 41.1111 | 37.7778 | 44.4444 | 41.1111 | 37.7778 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.7703 | 9.5209 | 1.5473 | 1.9437 | 2.3782 | 1.5977 |
Largest Winning Trade | 732226 | 732226 | 67465 | 2728723 | 2053323 | 2728723 |
Largest Losing Trade | -38167 | -35690 | -38167 | -1715710 | -1426195 | -1715710 |
Avg Bars in Trades | 79 | 84 | 74 | 79 | 84 | 74 |
Avg Bars in Winners | 131 | 145 | 119 | 131 | 145 | 119 |
Avg Bars in Losers | 43 | 46 | 39 | 43 | 46 | 39 |
Bars Traded | 7155 | 3789 | 3366 | 7155 | 3789 | 3366 |
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 | 311276 | 291912 | -303351 | 206176 | 93482 | 95876 |
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{ "first_band": { "type": "t3", "factors": { "length": 89, "offset": 0, "a": 0.74026 } }, "second_band": { "type": "midpoint", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 89, "offset": 0, "a": 0.74026 } }, "second_band": { "type": "midpoint", "factors": { "length": 36, "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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