Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1098290.6449 | 1278308.9963 | -180018.3513 | -81311.4012 | -9066.7808 | -72244.6204 |
Total P&L (%) | 1098.2906 | 1278.309 | -180.0184 | -81.3114 | -9.0668 | -72.2446 |
Avg Daily Profit (%) | 0.4855 | 0.5651 | -0.0796 | -0.0741 | -0.0042 | -0.0566 |
Buy And Hold Return (%) | 353.9238 | 353.9238 | 353.9238 | 353.9238 | 353.9238 | 353.9238 |
Max Trade Drawdown | -201825 | -126389 | -234738 | -95187 | -60142 | -76561 |
Profit Factor | 2.5977 | 4.7775 | 0.4842 | 0.6952 | 0.9345 | 0.4376 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 28 | 31.5789 | 24.3243 | 28 | 31.5789 | 24.3243 |
Ratio Avg Win / Avg Loss | 6.6797 | 10.3513 | 1.5065 | 1.7877 | 2.0247 | 1.3615 |
Largest Winning Trade | 1199886 | 1199886 | 33277 | 78429 | 78429 | 16910 |
Largest Losing Trade | -63279 | -50569 | -63279 | -46060 | -46060 | -28490 |
Avg Bars in Trades | 161 | 147 | 175 | 161 | 147 | 175 |
Avg Bars in Winners | 389 | 315 | 486 | 389 | 315 | 486 |
Avg Bars in Losers | 73 | 70 | 75 | 73 | 70 | 75 |
Bars Traded | 12115 | 5611 | 6504 | 12115 | 5611 | 6504 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65457 | 326588 | -610787 | -655870 | -585150 | -611898 |
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{ "first_band": { "type": "t3", "factors": { "length": 148, "offset": 147, "a": 0.07062 } }, "second_band": { "type": "midprice", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 148, "offset": 147, "a": 0.07062 } }, "second_band": { "type": "midprice", "factors": { "length": 24, "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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