Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2306697.3021 | 2143331.4216 | 163365.8804 | 17255679.1761 | -1772334.9872 | 19028014.1633 |
Total P&L (%) | 2306.6973 | 2143.3314 | 163.3659 | 17255.6792 | -1772.335 | 19028.0142 |
Avg Daily Profit (%) | 1.0436 | 0.9697 | 0.0739 | 0.2336 | 0 | 0.238 |
Buy And Hold Return (%) | 833.6547 | 833.6547 | 833.6547 | 833.6547 | 833.6547 | 833.6547 |
Max Trade Drawdown | -86920 | -58765 | -53558 | -36791155 | -27315746 | -24454622 |
Profit Factor | 6.0833 | 10.5982 | 1.7088 | 1.1209 | 0.977 | 1.29 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 45.3125 | 46.875 | 43.75 | 45.3125 | 46.875 | 43.75 |
Ratio Avg Win / Avg Loss | 7.3419 | 12.0113 | 2.197 | 1.3529 | 1.1073 | 1.6585 |
Largest Winning Trade | 1898533 | 1898533 | 51049 | 20685704 | 20685704 | 15596805 |
Largest Losing Trade | -33697 | -27834 | -33697 | -14961409 | -14961409 | -14917328 |
Avg Bars in Trades | 202 | 213 | 191 | 202 | 213 | 191 |
Avg Bars in Winners | 318 | 317 | 319 | 318 | 317 | 319 |
Avg Bars in Losers | 105 | 120 | 91 | 105 | 120 | 91 |
Bars Traded | 12931 | 6818 | 6113 | 12931 | 6818 | 6113 |
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 | -127013 | 615652 | -259262 | -224764 | -580358 | 253187 |
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{ "first_band": { "type": "t3", "factors": { "length": 150, "offset": 0, "a": 0.50236 } }, "second_band": { "type": "ema", "factors": { "length": 157, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 150, "offset": 0, "a": 0.50236 } }, "second_band": { "type": "ema", "factors": { "length": 157, "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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