Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1127501.5213 | 951310.953 | 176190.5683 | 28098954.1155 | 20795529.4201 | 7303424.6954 |
Total P&L (%) | 1127.5015 | 951.311 | 176.1906 | 28098.9541 | 20795.5294 | 7303.4247 |
Avg Daily Profit (%) | 0.6098 | 0.5145 | 0.0953 | 0.3056 | 0.2893 | 0.2331 |
Buy And Hold Return (%) | 96.7185 | 96.7185 | 96.7185 | 96.7185 | 96.7185 | 96.7185 |
Max Trade Drawdown | -51494 | -57806 | -39064 | -21807005 | -25385185 | -11405037 |
Profit Factor | 4.0344 | 6.0247 | 1.9668 | 1.3424 | 1.4143 | 1.2292 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 39.1892 | 40.5405 | 37.8378 | 39.1892 | 40.5405 | 37.8378 |
Ratio Avg Win / Avg Loss | 6.2603 | 8.8362 | 3.2312 | 2.083 | 2.0743 | 2.0193 |
Largest Winning Trade | 450361 | 450361 | 77228 | 23648912 | 23648912 | 18741325 |
Largest Losing Trade | -22021 | -22021 | -19912 | -9471218 | -9471218 | -6552626 |
Avg Bars in Trades | 73 | 78 | 68 | 73 | 78 | 68 |
Avg Bars in Winners | 150 | 156 | 143 | 150 | 156 | 143 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 5407 | 2887 | 2520 | 5407 | 2887 | 2520 |
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 | -54354 | 560911 | -74818 | -62587 | 252772 | 156893 |
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{ "first_band": { "type": "t3", "factors": { "length": 118, "offset": 0, "a": 0.72638 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 118, "offset": 0, "a": 0.72638 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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