Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210469.5313 | 345689.3927 | -135219.8614 | -120071.2797 | 42646.7098 | -162717.9895 |
Total P&L (%) | 210.4695 | 345.6894 | -135.2199 | -120.0713 | 42.6467 | -162.718 |
Avg Daily Profit (%) | 0.092 | 0.1512 | -0.0591 | 0 | 0.0155 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -432026 | -206569 | -309975 | -162558 | -20075 | -168274 |
Profit Factor | 1.2464 | 2.0226 | 0.738 | 0.6334 | 1.6117 | 0.3688 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 39 | 18 | 21 | 35 | 21 | 14 |
Losing Trades | 40 | 21 | 19 | 44 | 18 | 26 |
Profitability (%) | 49.3671 | 46.1538 | 52.5 | 44.3038 | 53.8462 | 35 |
Ratio Avg Win / Avg Loss | 1.2784 | 2.3597 | 0.6677 | 0.7962 | 1.3814 | 0.6849 |
Largest Winning Trade | 309106 | 309106 | 56052 | 47825 | 47825 | 38708 |
Largest Losing Trade | -151817 | -57061 | -151817 | -65793 | -17903 | -65793 |
Avg Bars in Trades | 53 | 67 | 40 | 53 | 67 | 40 |
Avg Bars in Winners | 48 | 49 | 47 | 61 | 83 | 29 |
Avg Bars in Losers | 58 | 82 | 32 | 47 | 47 | 46 |
Bars Traded | 4235 | 2616 | 1619 | 4235 | 2616 | 1619 |
Profit Streak | 148.3069 | 148.3069 | 366.8069 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100516 | 365249 | -579044 | -614270 | -171623 | -586583 |
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{ "first_band": { "type": "t3", "factors": { "length": 36, "offset": 0, "a": 0.76883 } }, "second_band": { "type": "midpoint", "factors": { "length": 102, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 36, "offset": 0, "a": 0.76883 } }, "second_band": { "type": "midpoint", "factors": { "length": 102, "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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