Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2204559.3923 | 2144944.4329 | 59614.9594 | -215086.0942 | -118966.4708 | -96119.6234 |
Total P&L (%) | 2204.5594 | 2144.9444 | 59.615 | -215.0861 | -118.9665 | -96.1196 |
Avg Daily Profit (%) | 0.9533 | 0.9275 | 0.0258 | 0 | 0 | -0.1404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207329 | -72845 | -158792 | -336808 | -182976 | -154189 |
Profit Factor | 4.5825 | 9.1325 | 1.1695 | 0.6131 | 0.5781 | 0.6491 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 41 | 19 | 22 | 46 | 24 | 22 |
Losing Trades | 48 | 26 | 22 | 43 | 21 | 22 |
Profitability (%) | 46.0674 | 42.2222 | 50 | 51.6854 | 53.3333 | 50 |
Ratio Avg Win / Avg Loss | 5.3649 | 12.4971 | 1.1695 | 0.5731 | 0.5058 | 0.6491 |
Largest Winning Trade | 2024588 | 2024588 | 65985 | 31902 | 28348 | 31902 |
Largest Losing Trade | -103731 | -68012 | -103731 | -86843 | -86843 | -42367 |
Avg Bars in Trades | 73 | 75 | 71 | 73 | 75 | 71 |
Avg Bars in Winners | 117 | 138 | 99 | 36 | 32 | 40 |
Avg Bars in Losers | 35 | 28 | 42 | 112 | 124 | 101 |
Bars Traded | 6502 | 3375 | 3127 | 6502 | 3375 | 3127 |
Profit Streak | 0 | 0 | 77.0009 | 37.3342 | 72.6675 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 701857 | 678463 | -192536 | -579777 | -579721 | -580719 |
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{ "first_band": { "type": "t3", "factors": { "length": 4, "offset": 214, "a": 0.88047 } }, "second_band": { "type": "midprice", "factors": { "length": 221, "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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