Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216449.3339 | 100717.6333 | 115731.7006 | 266789.597 | 54435.1139 | 212354.4831 |
Total P&L (%) | 216.4493 | 100.7176 | 115.7317 | 266.7896 | 54.4351 | 212.3545 |
Avg Daily Profit (%) | 0.2078 | 0.0967 | 0.1111 | 0.1248 | 0.0417 | 0.1094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63852 | -62647 | -44094 | -241636 | -131219 | -169629 |
Profit Factor | 1.6895 | 1.5741 | 1.8358 | 1.3182 | 1.1209 | 1.5469 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 43.2692 | 34.6154 | 51.9231 | 43.2692 | 34.6154 | 51.9231 |
Ratio Avg Win / Avg Loss | 2.2152 | 2.9733 | 1.6998 | 1.7283 | 2.1173 | 1.4323 |
Largest Winning Trade | 96346 | 96346 | 35200 | 92731 | 83063 | 92731 |
Largest Losing Trade | -21620 | -18980 | -21620 | -77939 | -66152 | -77939 |
Avg Bars in Trades | 234 | 230 | 238 | 234 | 230 | 238 |
Avg Bars in Winners | 323 | 323 | 324 | 323 | 323 | 324 |
Avg Bars in Losers | 166 | 181 | 145 | 166 | 181 | 145 |
Bars Traded | 24388 | 12003 | 12385 | 24388 | 12003 | 12385 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307725 | -247055 | -220993 | -27386 | -410660 | -225153 |
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{ "first_band": { "type": "t3", "factors": { "length": 233, "offset": 0, "a": 0.69772 } }, "second_band": { "type": "midpoint", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 233, "offset": 0, "a": 0.69772 } }, "second_band": { "type": "midpoint", "factors": { "length": 135, "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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