Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980579.8602 | 861157.9828 | 119421.8774 | 12386351.542 | 14781481.4845 | -2395129.9425 |
Total P&L (%) | 980.5799 | 861.158 | 119.4219 | 12386.3515 | 14781.4815 | -2395.1299 |
Avg Daily Profit (%) | 0.3922 | 0.3444 | 0.0478 | 0.1933 | 0.2003 | 0 |
Buy And Hold Return (%) | 721.1501 | 721.1501 | 721.1501 | 721.1501 | 721.1501 | 721.1501 |
Max Trade Drawdown | -90581 | -91304 | -68667 | -8969761 | -4242512 | -6545198 |
Profit Factor | 2.5227 | 3.1158 | 1.504 | 1.4337 | 1.9617 | 0.8184 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Losing Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Profitability (%) | 48.4472 | 51.25 | 45.679 | 48.4472 | 51.25 | 45.679 |
Ratio Avg Win / Avg Loss | 2.6844 | 2.9638 | 1.7885 | 1.5256 | 1.866 | 0.9733 |
Largest Winning Trade | 334126 | 334126 | 49482 | 12755541 | 12755541 | 3253336 |
Largest Losing Trade | -37565 | -37565 | -24496 | -3075917 | -1945101 | -3075917 |
Avg Bars in Trades | 44 | 53 | 36 | 44 | 53 | 36 |
Avg Bars in Winners | 63 | 71 | 54 | 63 | 71 | 54 |
Avg Bars in Losers | 27 | 35 | 20 | 27 | 35 | 20 |
Bars Traded | 7236 | 4311 | 2925 | 7236 | 4311 | 2925 |
Profit Streak | 73.7405 | 91.0738 | 73.7405 | 73.7405 | 91.0738 | 73.7405 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38162 | -108888 | -305540 | 403110 | -6970 | -593858 |
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{ "first_band": { "type": "t3", "factors": { "length": 58, "offset": 0, "a": 0.57114 } }, "second_band": { "type": "midprice", "factors": { "length": 96, "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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