Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1336214.0191 | 1272385.2255 | 63828.7936 | 1750978.685 | 417638.1967 | 1333340.4883 |
Total P&L (%) | 1336.214 | 1272.3852 | 63.8288 | 1750.9787 | 417.6382 | 1333.3405 |
Avg Daily Profit (%) | 0.7099 | 0.676 | 0.0339 | 0.1552 | 0.0874 | 0.1416 |
Buy And Hold Return (%) | 249.026 | 249.026 | 249.026 | 249.026 | 249.026 | 249.026 |
Max Trade Drawdown | -102290 | -78383 | -68437 | -1560853 | -1402438 | -1097978 |
Profit Factor | 3.5988 | 5.6307 | 1.2666 | 1.2603 | 1.1031 | 1.4987 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 38.0435 | 34.7826 | 41.3043 | 38.0435 | 34.7826 | 41.3043 |
Ratio Avg Win / Avg Loss | 5.8609 | 10.5575 | 1.7999 | 2.0526 | 2.0683 | 2.1297 |
Largest Winning Trade | 997802 | 997802 | 66099 | 1069950 | 1069950 | 730299 |
Largest Losing Trade | -38697 | -23605 | -38697 | -737707 | -572233 | -737707 |
Avg Bars in Trades | 79 | 84 | 74 | 79 | 84 | 74 |
Avg Bars in Winners | 126 | 147 | 109 | 126 | 147 | 109 |
Avg Bars in Losers | 50 | 50 | 49 | 50 | 50 | 49 |
Bars Traded | 7285 | 3873 | 3412 | 7285 | 3873 | 3412 |
Profit Streak | 0 | 110.0422 | 0 | 0 | 110.0422 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492100 | 497562 | -315686 | 151300 | -196657 | -5641 |
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{ "first_band": { "type": "t3", "factors": { "length": 81, "offset": 0, "a": 0.29567 } }, "second_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 81, "offset": 0, "a": 0.29567 } }, "second_band": { "type": "midpoint", "factors": { "length": 120, "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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