Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692921.5241 | 404132.2996 | 288789.2244 | 9737204.9193 | 7417045.0259 | 2320159.8934 |
Total P&L (%) | 692.9215 | 404.1323 | 288.7892 | 9737.2049 | 7417.045 | 2320.1599 |
Avg Daily Profit (%) | 0.4128 | 0.2408 | 0.1721 | 0.2738 | 0.2577 | 0.19 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95383 | -75834 | -70335 | -2678340 | -1493348 | -3721065 |
Profit Factor | 1.6374 | 1.7689 | 1.5144 | 1.6981 | 2.3064 | 1.2806 |
Total Trades | 528 | 264 | 264 | 528 | 264 | 264 |
Winning Trades | 171 | 82 | 89 | 171 | 82 | 89 |
Losing Trades | 357 | 182 | 175 | 357 | 182 | 175 |
Profitability (%) | 32.3864 | 31.0606 | 33.7121 | 32.3864 | 31.0606 | 33.7121 |
Ratio Avg Win / Avg Loss | 3.4185 | 3.926 | 2.9777 | 3.5453 | 5.119 | 2.518 |
Largest Winning Trade | 68173 | 68173 | 52028 | 3472341 | 3472341 | 2473737 |
Largest Losing Trade | -18895 | -17952 | -18895 | -624498 | -624498 | -589141 |
Avg Bars in Trades | 18 | 18 | 19 | 18 | 18 | 19 |
Avg Bars in Winners | 40 | 39 | 42 | 40 | 39 | 42 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 10007 | 4926 | 5081 | 10007 | 4926 | 5081 |
Profit Streak | 0 | 32.8589 | 0 | 0 | 32.8589 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329193 | 234445 | 167634 | 290621 | 291994 | 136719 |
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{ "first_band": { "type": "t3", "factors": { "length": 27, "offset": 0, "a": 0.64046 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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