Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624704.8221 | 380939.9085 | 243764.9135 | 2184014.3878 | -666543.601 | 2850557.9888 |
Total P&L (%) | 624.7048 | 380.9399 | 243.7649 | 2184.0144 | -666.5436 | 2850.558 |
Avg Daily Profit (%) | 0.346 | 0.211 | 0.135 | 0.1734 | 0 | 0.1876 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77527 | -67322 | -64026 | -3950245 | -2237399 | -3575343 |
Profit Factor | 2.3527 | 2.659 | 2.0498 | 1.1377 | 0.9063 | 1.3258 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 65 | 39 | 26 | 65 | 39 | 26 |
Profitability (%) | 38.0952 | 26.4151 | 50 | 38.0952 | 26.4151 | 50 |
Ratio Avg Win / Avg Loss | 3.8231 | 7.4072 | 2.0498 | 1.8487 | 2.5247 | 1.3258 |
Largest Winning Trade | 294567 | 294567 | 70901 | 2505730 | 1258035 | 2505730 |
Largest Losing Trade | -41271 | -20439 | -41271 | -2414049 | -641753 | -2414049 |
Avg Bars in Trades | 33 | 26 | 40 | 33 | 26 | 40 |
Avg Bars in Winners | 63 | 55 | 67 | 63 | 55 | 67 |
Avg Bars in Losers | 15 | 16 | 12 | 15 | 16 | 12 |
Bars Traded | 3526 | 1430 | 2096 | 3526 | 1430 | 2096 |
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 | 338979 | -190846 | -188949 | -64533 | -781633 | -171882 |
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{ "first_band": { "type": "t3", "factors": { "length": 26, "offset": 0, "a": 0.7501 } }, "second_band": { "type": "linreg", "factors": { "length": 73, "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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