Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212181.6219 | 139609.5895 | 72572.0323 | 211117.9456 | 214034.2375 | -2916.2919 |
Total P&L (%) | 212.1816 | 139.6096 | 72.572 | 211.1179 | 214.0342 | -2.9163 |
Avg Daily Profit (%) | 0.2306 | 0.1517 | 0.0789 | 0.1234 | 0.1245 | -0.0032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98897 | -39849 | -92518 | -328760 | -108605 | -323315 |
Profit Factor | 1.4282 | 1.6856 | 1.2487 | 1.1739 | 1.4515 | 0.9961 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Losing Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Profitability (%) | 48.8372 | 51.1628 | 46.5116 | 48.8372 | 51.1628 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.4962 | 1.609 | 1.436 | 1.2298 | 1.3855 | 1.1455 |
Largest Winning Trade | 36060 | 36060 | 32999 | 121336 | 121336 | 65591 |
Largest Losing Trade | -50924 | -21690 | -50924 | -233141 | -52638 | -233141 |
Avg Bars in Trades | 124 | 131 | 117 | 124 | 131 | 117 |
Avg Bars in Winners | 161 | 168 | 154 | 161 | 168 | 154 |
Avg Bars in Losers | 89 | 92 | 86 | 89 | 92 | 86 |
Bars Traded | 21412 | 11287 | 10125 | 21412 | 11287 | 10125 |
Profit Streak | 142.6466 | 147.1049 | 142.6466 | 142.6466 | 147.1049 | 142.6466 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365774 | 388861 | -88977 | -56097 | -25463 | -580220 |
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{ "first_band": { "type": "t3", "factors": { "length": 118, "offset": 0, "a": 0.74499 } }, "second_band": { "type": "midpoint", "factors": { "length": 238, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 118, "offset": 0, "a": 0.74499 } }, "second_band": { "type": "midpoint", "factors": { "length": 238, "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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