Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1545552.3916 | 1357766.145 | 187786.2466 | 2934010.95 | -365248.8094 | 3299259.7594 |
Total P&L (%) | 1545.5524 | 1357.7661 | 187.7862 | 2934.011 | -365.2488 | 3299.2598 |
Avg Daily Profit (%) | 0.6508 | 0.5717 | 0.0791 | 0.1438 | 0 | 0.1486 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125277 | -99982 | -88440 | -17074010 | -15444711 | -12501892 |
Profit Factor | 3.3546 | 4.4368 | 1.7186 | 1.0589 | 0.9879 | 1.1684 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 40.2985 | 35.2941 | 45.4545 | 40.2985 | 35.2941 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.9698 | 8.1341 | 2.0623 | 1.5687 | 1.8112 | 1.4021 |
Largest Winning Trade | 798201 | 798201 | 62191 | 11953618 | 11953618 | 6485379 |
Largest Losing Trade | -40882 | -40882 | -40068 | -6431674 | -6152999 | -6431674 |
Avg Bars in Trades | 207 | 206 | 208 | 207 | 206 | 208 |
Avg Bars in Winners | 373 | 409 | 343 | 373 | 409 | 343 |
Avg Bars in Losers | 95 | 95 | 95 | 95 | 95 | 95 |
Bars Traded | 13897 | 7028 | 6869 | 13897 | 7028 | 6869 |
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 | -106745 | 462985 | -85909 | -280353 | -583736 | -31360 |
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{ "first_band": { "type": "t3", "factors": { "length": 229, "offset": 0, "a": 0.74765 } }, "second_band": { "type": "midpoint", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 229, "offset": 0, "a": 0.74765 } }, "second_band": { "type": "midpoint", "factors": { "length": 36, "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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