Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318391.2309 | 264464.6257 | 53926.6052 | 2165.4392 | 112462.9635 | -110297.5243 |
Total P&L (%) | 318.3912 | 264.4646 | 53.9266 | 2.1654 | 112.463 | -110.2975 |
Avg Daily Profit (%) | 0.1968 | 0.1635 | 0.0333 | 0.0013 | 0.0466 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157763 | -124283 | -261738 | -189969 | -109122 | -273774 |
Profit Factor | 1.1838 | 1.3249 | 1.0587 | 1.0023 | 1.2608 | 0.7904 |
Total Trades | 580 | 290 | 290 | 580 | 290 | 290 |
Winning Trades | 328 | 163 | 165 | 328 | 163 | 165 |
Losing Trades | 252 | 127 | 125 | 252 | 127 | 125 |
Profitability (%) | 56.5517 | 56.2069 | 56.8966 | 56.5517 | 56.2069 | 56.8966 |
Ratio Avg Win / Avg Loss | 0.9095 | 1.0323 | 0.8021 | 0.77 | 0.9823 | 0.5988 |
Largest Winning Trade | 41624 | 41624 | 39394 | 46814 | 34984 | 46814 |
Largest Losing Trade | -63373 | -29109 | -63373 | -71201 | -42491 | -71201 |
Avg Bars in Trades | 33 | 29 | 36 | 33 | 29 | 36 |
Avg Bars in Winners | 28 | 24 | 32 | 28 | 24 | 32 |
Avg Bars in Losers | 39 | 35 | 42 | 39 | 35 | 42 |
Bars Traded | 19197 | 8524 | 10673 | 19197 | 8524 | 10673 |
Profit Streak | 0 | 0 | 496.4568 | 0 | 0 | 496.4568 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8492 | 345187 | -304196 | -572645 | -130469 | -577962 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 40, "offset": 0, "a": 0.62036 } } }
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# | 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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