Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2718338.3191 | -153509.1721 | -2564829.1469 | 1109166.7212 | -23003836.1205 | 24113002.8417 |
Total P&L (%) | -2718.3383 | -153.5092 | -2564.8291 | 1109.1667 | -23003.8361 | 24113.0028 |
Avg Daily Profit (%) | -1.5098 | -0.0853 | -1.4245 | 0.1385 | 0 | 0.3054 |
Buy And Hold Return (%) | 239.2154 | 239.2154 | 239.2154 | 239.2154 | 239.2154 | 239.2154 |
Max Trade Drawdown | -2800438 | -226759 | -2628284 | -20415138 | -23252522 | -934497 |
Profit Factor | 0.0911 | 0.4628 | 0.0518 | 1.0412 | 0.0648 | 11.4343 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 54 | 27 | 27 | 54 | 26 | 28 |
Losing Trades | 14 | 7 | 7 | 14 | 8 | 6 |
Profitability (%) | 79.4118 | 79.4118 | 79.4118 | 79.4118 | 76.4706 | 82.3529 |
Ratio Avg Win / Avg Loss | 0.0236 | 0.12 | 0.0134 | 0.2699 | 0.0199 | 2.4502 |
Largest Winning Trade | 36277 | 36277 | 17553 | 20101101 | 521232 | 20101101 |
Largest Losing Trade | -1793674 | -67647 | -1793674 | -11060548 | -11060548 | -934497 |
Avg Bars in Trades | 151 | 193 | 109 | 151 | 193 | 109 |
Avg Bars in Winners | 35 | 53 | 18 | 48 | 45 | 50 |
Avg Bars in Losers | 597 | 733 | 460 | 549 | 674 | 382 |
Bars Traded | 10285 | 6567 | 3718 | 10285 | 6567 | 3718 |
Profit Streak | 85.2582 | 85.2582 | 282.5915 | 85.2582 | 85.2582 | 282.5915 |
Trades During Streak | 13 | 6 | 12 | 13 | 6 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -688781 | -575485 | -575448 | -294193 | -575866 | 831620 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 244, "offset": 0, "a": 0.16801 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 244, "offset": 0, "a": 0.16801 } } }
# | 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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