Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165373.2313 | 427816.6743 | -262443.4431 | -100941.0905 | -66036.1714 | -34904.9191 |
Total P&L (%) | 165.3732 | 427.8167 | -262.4434 | -100.9411 | -66.0362 | -34.9049 |
Avg Daily Profit (%) | 0.0687 | 0.1776 | -0.109 | 0 | -0.0448 | -0.0178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -320869 | -221038 | -304662 | -222457 | -158605 | -96079 |
Profit Factor | 1.1211 | 1.673 | 0.6407 | 0.7602 | 0.7407 | 0.7901 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 148 | 73 | 75 | 171 | 90 | 81 |
Losing Trades | 171 | 87 | 84 | 148 | 70 | 78 |
Profitability (%) | 46.395 | 45.625 | 47.1698 | 53.605 | 56.25 | 50.9434 |
Ratio Avg Win / Avg Loss | 1.2953 | 1.9939 | 0.7176 | 0.658 | 0.5761 | 0.7608 |
Largest Winning Trade | 571608 | 571608 | 52244 | 48363 | 48363 | 34234 |
Largest Losing Trade | -149420 | -61075 | -149420 | -86042 | -86042 | -26623 |
Avg Bars in Trades | 44 | 36 | 52 | 44 | 36 | 52 |
Avg Bars in Winners | 53 | 35 | 70 | 35 | 31 | 40 |
Avg Bars in Losers | 36 | 36 | 37 | 54 | 42 | 65 |
Bars Traded | 14184 | 5762 | 8422 | 14184 | 5762 | 8422 |
Profit Streak | 0 | 0 | 0 | 25.3358 | 25.3358 | 27.3358 |
Trades During Streak | 0 | 0 | 0 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -188355 | 330494 | -581601 | -576942 | -578141 | -578838 |
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{ "first_band": { "type": "t3", "factors": { "length": 201, "offset": 0, "a": 0.10063 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 106 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 201, "offset": 0, "a": 0.10063 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 106 } } }
# | 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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