Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607693.2032 | 574001.1431 | 33692.0601 | 287191.1486 | 383946.6159 | -96755.4673 |
Total P&L (%) | 607.6932 | 574.0011 | 33.6921 | 287.1911 | 383.9466 | -96.7555 |
Avg Daily Profit (%) | 0.3331 | 0.3146 | 0.0185 | 0.0742 | 0.0865 | -0.1877 |
Buy And Hold Return (%) | 197.6374 | 197.6374 | 197.6374 | 197.6374 | 197.6374 | 197.6374 |
Max Trade Drawdown | -112221 | -76463 | -71363 | -624936 | -226737 | -398198 |
Profit Factor | 2.0953 | 3.0812 | 1.1208 | 1.1773 | 1.5417 | 0.8938 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 53.6364 | 50.9091 | 56.3636 | 53.6364 | 50.9091 | 56.3636 |
Ratio Avg Win / Avg Loss | 1.8112 | 2.9711 | 0.8677 | 1.0177 | 1.4867 | 0.692 |
Largest Winning Trade | 344900 | 344900 | 55661 | 377643 | 377643 | 255028 |
Largest Losing Trade | -51507 | -27814 | -51507 | -397135 | -178380 | -397135 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 28 | 24 | 32 | 28 | 24 | 32 |
Avg Bars in Losers | 32 | 35 | 28 | 32 | 35 | 28 |
Bars Traded | 3338 | 1656 | 1682 | 3338 | 1656 | 1682 |
Profit Streak | 32.9283 | 0 | 59.9283 | 32.9283 | 0 | 59.9283 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411094 | -168229 | -601166 | -142837 | -263172 | -758614 |
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{ "first_band": { "type": "t3", "factors": { "length": 244, "offset": 0, "a": 0.6879 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 240 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 244, "offset": 0, "a": 0.6879 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 240 } } }
# | 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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