Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330607.1485 | 275858.2748 | 54748.8737 | 368208.6614 | 242468.8424 | 125739.8189 |
Total P&L (%) | 330.6071 | 275.8583 | 54.7489 | 368.2087 | 242.4688 | 125.7398 |
Avg Daily Profit (%) | 0.3174 | 0.2648 | 0.0526 | 0.1483 | 0.1182 | 0.0782 |
Buy And Hold Return (%) | 25.0386 | 25.0386 | 25.0386 | 25.0386 | 25.0386 | 25.0386 |
Max Trade Drawdown | -59505 | -52579 | -48314 | -206408 | -230631 | -138654 |
Profit Factor | 1.9674 | 2.5138 | 1.3432 | 1.3135 | 1.3823 | 1.2328 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 40.4762 | 33.3333 | 47.619 | 40.4762 | 33.3333 | 47.619 |
Ratio Avg Win / Avg Loss | 2.8932 | 5.0277 | 1.4775 | 1.9317 | 2.7646 | 1.3561 |
Largest Winning Trade | 160363 | 160363 | 34293 | 227885 | 227885 | 108882 |
Largest Losing Trade | -18170 | -15384 | -18170 | -84375 | -84375 | -69217 |
Avg Bars in Trades | 288 | 272 | 305 | 288 | 272 | 305 |
Avg Bars in Winners | 517 | 531 | 508 | 517 | 531 | 508 |
Avg Bars in Losers | 132 | 142 | 121 | 132 | 142 | 121 |
Bars Traded | 24254 | 11425 | 12829 | 24254 | 11425 | 12829 |
Profit Streak | 0 | 0 | 48.752 | 0 | 0 | 48.752 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319765 | 235036 | -128345 | 98551 | -39885 | -90512 |
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{ "first_band": { "type": "t3", "factors": { "length": 225, "offset": 0, "a": 0.37694 } }, "second_band": { "type": "midpoint", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 225, "offset": 0, "a": 0.37694 } }, "second_band": { "type": "midpoint", "factors": { "length": 84, "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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