Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -782951.4241 | 97158.1675 | -880109.5916 | 9011058.2262 | -9029543.8394 | 18040602.0656 |
Total P&L (%) | -782.9514 | 97.1582 | -880.1096 | 9011.0582 | -9029.5438 | 18040.6021 |
Avg Daily Profit (%) | -0.416 | 0.0516 | -0.4676 | 0.24 | 0 | 0.2767 |
Buy And Hold Return (%) | 596.7661 | 596.7661 | 596.7661 | 596.7661 | 596.7661 | 596.7661 |
Max Trade Drawdown | -988373 | -83019 | -1020754 | -8399252 | -11492819 | -1432139 |
Profit Factor | 0.3742 | 1.5703 | 0.1857 | 1.4995 | 0.4189 | 8.2181 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 73 | 35 | 38 | 65 | 29 | 36 |
Losing Trades | 16 | 9 | 7 | 24 | 15 | 9 |
Profitability (%) | 82.0225 | 79.5455 | 84.4444 | 73.0337 | 65.9091 | 80 |
Ratio Avg Win / Avg Loss | 0.082 | 0.4038 | 0.0342 | 0.5537 | 0.2167 | 2.0545 |
Largest Winning Trade | 58137 | 58137 | 24066 | 13642734 | 832564 | 13642734 |
Largest Losing Trade | -561819 | -74896 | -561819 | -8399252 | -8399252 | -855589 |
Avg Bars in Trades | 59 | 73 | 46 | 59 | 73 | 46 |
Avg Bars in Winners | 9 | 12 | 7 | 18 | 9 | 25 |
Avg Bars in Losers | 288 | 311 | 259 | 172 | 196 | 132 |
Bars Traded | 5336 | 3237 | 2099 | 5336 | 3237 | 2099 |
Profit Streak | 33.5065 | 33.8399 | 33.5065 | 33.5065 | 33.8399 | 33.5065 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574544 | -284290 | -574888 | 473419 | -577154 | 816440 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 157, "offset": 121, "a": 0.19569 } } }
# | 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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