Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821212.4112 | 745165.5799 | 76046.8312 | 529563.3104 | 705910.2667 | -176346.9563 |
Total P&L (%) | 821.2124 | 745.1656 | 76.0468 | 529.5633 | 705.9103 | -176.347 |
Avg Daily Profit (%) | 0.4369 | 0.3965 | 0.0405 | 0.0979 | 0.1111 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -254299 | -153488 | -151196 | -1154971 | -604398 | -605728 |
Profit Factor | 2.6352 | 3.572 | 1.3579 | 1.3652 | 1.9202 | 0.7418 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 54.2373 | 51.7241 | 56.6667 | 54.2373 | 51.7241 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.2235 | 3.3339 | 1.0384 | 1.1519 | 1.7921 | 0.5673 |
Largest Winning Trade | 587226 | 587226 | 34258 | 684020 | 684020 | 147048 |
Largest Losing Trade | -52950 | -52950 | -40638 | -468507 | -468507 | -278221 |
Avg Bars in Trades | 58 | 76 | 40 | 58 | 76 | 40 |
Avg Bars in Winners | 70 | 95 | 49 | 70 | 95 | 49 |
Avg Bars in Losers | 43 | 56 | 28 | 43 | 56 | 28 |
Bars Traded | 3435 | 2220 | 1215 | 3435 | 2220 | 1215 |
Profit Streak | 159.6029 | 246.6029 | 159.6029 | 159.6029 | 246.6029 | 159.6029 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162479 | 647510 | -136638 | -238890 | -39100 | -578996 |
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{ "first_band": { "type": "t3", "factors": { "length": 54, "offset": 0, "a": 0.67089 } }, "second_band": { "type": "midprice", "factors": { "length": 101, "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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