Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1040940.0473 | 832702.4537 | 208237.5936 | 17591448.0012 | 13225342.3806 | 4366105.6206 |
Total P&L (%) | 1040.94 | 832.7025 | 208.2376 | 17591.448 | 13225.3424 | 4366.1056 |
Avg Daily Profit (%) | 0.4155 | 0.3324 | 0.0831 | 0.2068 | 0.1955 | 0.1518 |
Buy And Hold Return (%) | 138.3095 | 138.3095 | 138.3095 | 138.3095 | 138.3095 | 138.3095 |
Max Trade Drawdown | -144919 | -118984 | -71502 | -3745157 | -3093154 | -1829184 |
Profit Factor | 1.7861 | 2.1666 | 1.3411 | 1.6474 | 1.869 | 1.3653 |
Total Trades | 571 | 285 | 286 | 571 | 285 | 286 |
Winning Trades | 180 | 82 | 98 | 180 | 82 | 98 |
Losing Trades | 391 | 203 | 188 | 391 | 203 | 188 |
Profitability (%) | 31.5236 | 28.7719 | 34.2657 | 31.5236 | 28.7719 | 34.2657 |
Ratio Avg Win / Avg Loss | 3.8797 | 5.3638 | 2.5727 | 3.5785 | 4.6269 | 2.6191 |
Largest Winning Trade | 399108 | 399108 | 37917 | 7476841 | 7476841 | 1392184 |
Largest Losing Trade | -26292 | -17711 | -26292 | -1323485 | -1323485 | -843416 |
Avg Bars in Trades | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Winners | 26 | 26 | 25 | 26 | 26 | 25 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 7475 | 3646 | 3829 | 7475 | 3646 | 3829 |
Profit Streak | 14.6452 | 0 | 15.6452 | 14.6452 | 0 | 15.6452 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357574 | 23779 | -95041 | 283729 | -431 | 176373 |
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{ "first_band": { "type": "t3", "factors": { "length": 18, "offset": 0, "a": 0.77726 } }, "second_band": { "type": "hlc3", "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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