Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1800050.719 | 1747447.146 | 52603.573 | 288314.6739 | 1838476.7591 | -1550162.0852 |
Total P&L (%) | 1800.0507 | 1747.4471 | 52.6036 | 288.3147 | 1838.4768 | -1550.1621 |
Avg Daily Profit (%) | 1.0045 | 0.9751 | 0.0294 | 0.0757 | 0.1656 | 0 |
Buy And Hold Return (%) | 293.1963 | 293.1963 | 293.1963 | 293.1963 | 293.1963 | 293.1963 |
Max Trade Drawdown | -99287 | -97844 | -98137 | -1917103 | -254972 | -1863620 |
Profit Factor | 4.3522 | 9.0568 | 1.1643 | 1.1041 | 4.6236 | 0.3152 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 47.8873 | 42.8571 | 52.7778 | 47.8873 | 42.8571 | 52.7778 |
Ratio Avg Win / Avg Loss | 4.7362 | 12.0758 | 1.0418 | 1.2015 | 6.1648 | 0.282 |
Largest Winning Trade | 1257512 | 1257512 | 60389 | 1894433 | 1894433 | 125595 |
Largest Losing Trade | -90133 | -34549 | -90133 | -1843298 | -73125 | -1843298 |
Avg Bars in Trades | 142 | 148 | 137 | 142 | 148 | 137 |
Avg Bars in Winners | 230 | 243 | 220 | 230 | 243 | 220 |
Avg Bars in Losers | 62 | 76 | 45 | 62 | 76 | 45 |
Bars Traded | 10145 | 5194 | 4951 | 10145 | 5194 | 4951 |
Profit Streak | 47.9157 | 0 | 76.5824 | 47.9157 | 0 | 76.5824 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71448 | 661157 | -358282 | -455213 | 431588 | -579862 |
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{ "first_band": { "type": "t3", "factors": { "length": 55, "offset": 144, "a": 0.62377 } }, "second_band": { "type": "midpoint", "factors": { "length": 209, "offset": 0 } } }
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# | 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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