Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543124.4551 | 509191.3384 | 33933.1166 | 380136.6127 | 313383.4479 | 66753.1648 |
Total P&L (%) | 543.1245 | 509.1913 | 33.9331 | 380.1366 | 313.3834 | 66.7532 |
Avg Daily Profit (%) | 0.2607 | 0.2444 | 0.0163 | 0.0753 | 0.0681 | 0.0245 |
Buy And Hold Return (%) | 67.7867 | 67.7867 | 67.7867 | 67.7867 | 67.7867 | 67.7867 |
Max Trade Drawdown | -96350 | -55413 | -84709 | -287903 | -205147 | -98132 |
Profit Factor | 2.3457 | 3.6784 | 1.159 | 1.3152 | 1.4887 | 1.1182 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.6808 | 4.2038 | 1.3245 | 1.5031 | 1.7014 | 1.2779 |
Largest Winning Trade | 406238 | 406238 | 46109 | 288428 | 288428 | 114669 |
Largest Losing Trade | -47407 | -33402 | -47407 | -123258 | -123258 | -88429 |
Avg Bars in Trades | 404 | 382 | 427 | 404 | 382 | 427 |
Avg Bars in Winners | 656 | 576 | 736 | 656 | 576 | 736 |
Avg Bars in Losers | 184 | 212 | 157 | 184 | 212 | 157 |
Bars Traded | 24294 | 11469 | 12825 | 24294 | 11469 | 12825 |
Profit Streak | 83.3916 | 332.9749 | 0 | 83.3916 | 332.9749 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161214 | 548775 | -383891 | -266236 | -101265 | -417713 |
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{ "first_band": { "type": "t3", "factors": { "length": 248, "offset": 0, "a": 0.1591 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 248, "offset": 0, "a": 0.1591 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "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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