Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163336.5602 | 134439.9331 | 28896.6271 | 225447.9758 | 255325.2985 | -29877.3227 |
Total P&L (%) | 163.3366 | 134.4399 | 28.8966 | 225.448 | 255.3253 | -29.8773 |
Avg Daily Profit (%) | 0.6272 | 0.5162 | 0.111 | 0.4542 | 0.488 | -0.1362 |
Buy And Hold Return (%) | 26.616 | 26.616 | 26.616 | 26.616 | 26.616 | 26.616 |
Max Trade Drawdown | -51713 | -19678 | -49572 | -179093 | -66449 | -186876 |
Profit Factor | 1.8798 | 2.578 | 1.2877 | 1.3633 | 1.9589 | 0.9157 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 33.6957 | 39.1304 | 28.2609 | 33.6957 | 39.1304 | 28.2609 |
Ratio Avg Win / Avg Loss | 3.6989 | 4.0102 | 3.2687 | 2.6826 | 3.0471 | 2.3244 |
Largest Winning Trade | 67157 | 67157 | 32255 | 112756 | 112756 | 101791 |
Largest Losing Trade | -13072 | -13072 | -9231 | -36153 | -28289 | -36153 |
Avg Bars in Trades | 267 | 256 | 278 | 267 | 256 | 278 |
Avg Bars in Winners | 546 | 465 | 659 | 546 | 465 | 659 |
Avg Bars in Losers | 125 | 121 | 128 | 125 | 121 | 128 |
Bars Traded | 24592 | 11789 | 12803 | 24592 | 11789 | 12803 |
Profit Streak | 5.8929 | 12.3929 | 0 | 5.8929 | 12.3929 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 269055 | 341113 | -199621 | 165011 | 336197 | -594764 |
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{ "first_band": { "type": "t3", "factors": { "length": 179, "offset": 0, "a": 0.13967 } }, "second_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 179, "offset": 0, "a": 0.13967 } }, "second_band": { "type": "midpoint", "factors": { "length": 39, "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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