Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467582.0462 | 611513.376 | -143931.3298 | -95272.388 | 4729.4469 | -100001.8349 |
Total P&L (%) | 467.582 | 611.5134 | -143.9313 | -95.2724 | 4.7294 | -100.0018 |
Avg Daily Profit (%) | 0.2413 | 0.3155 | -0.0743 | -0.1573 | 0.0024 | 0 |
Buy And Hold Return (%) | 16.8627 | 16.8627 | 16.8627 | 16.8627 | 16.8627 | 16.8627 |
Max Trade Drawdown | -237094 | -140704 | -236228 | -72023 | -22846 | -80375 |
Profit Factor | 1.3667 | 1.8494 | 0.7407 | 0.5917 | 1.0531 | 0.307 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Profitability (%) | 45.9716 | 43.8095 | 48.1132 | 45.9716 | 43.8095 | 48.1132 |
Ratio Avg Win / Avg Loss | 1.6063 | 2.372 | 0.7987 | 0.6954 | 1.3508 | 0.3311 |
Largest Winning Trade | 555706 | 555706 | 35142 | 18285 | 18285 | 4387 |
Largest Losing Trade | -66939 | -48402 | -66939 | -32089 | -17003 | -32089 |
Avg Bars in Trades | 109 | 154 | 63 | 109 | 154 | 63 |
Avg Bars in Winners | 115 | 149 | 84 | 115 | 149 | 84 |
Avg Bars in Losers | 103 | 158 | 44 | 103 | 158 | 44 |
Bars Traded | 23031 | 16258 | 6773 | 23031 | 16258 | 6773 |
Profit Streak | 12.433 | 0 | 50.5163 | 12.433 | 0 | 50.5163 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350321 | 354697 | -581219 | -580623 | -520166 | -580941 |
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{ "first_band": { "type": "t3", "factors": { "length": 162, "offset": 0, "a": 0.73502 } }, "second_band": { "type": "midprice", "factors": { "length": 198, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 162, "offset": 0, "a": 0.73502 } }, "second_band": { "type": "midprice", "factors": { "length": 198, "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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