Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440984.7156 | 461308.9758 | -20324.2602 | -85268.7782 | -5732.0344 | -79536.7438 |
Total P&L (%) | 440.9847 | 461.309 | -20.3243 | -85.2688 | -5.732 | -79.5367 |
Avg Daily Profit (%) | 0.2368 | 0.2477 | -0.0109 | -0.1028 | -0.0032 | -0.0852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -306304 | -100033 | -283327 | -142882 | -31918 | -126365 |
Profit Factor | 1.304 | 1.6432 | 0.9723 | 0.6795 | 0.9484 | 0.4867 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 130 | 60 | 70 | 130 | 60 | 70 |
Losing Trades | 158 | 84 | 74 | 158 | 84 | 74 |
Profitability (%) | 45.1389 | 41.6667 | 48.6111 | 45.1389 | 41.6667 | 48.6111 |
Ratio Avg Win / Avg Loss | 1.5849 | 2.3004 | 1.0278 | 0.8258 | 1.3277 | 0.5145 |
Largest Winning Trade | 364019 | 364019 | 50814 | 25330 | 25330 | 19554 |
Largest Losing Trade | -75712 | -37158 | -75712 | -44037 | -24620 | -44037 |
Avg Bars in Trades | 76 | 90 | 62 | 76 | 90 | 62 |
Avg Bars in Winners | 102 | 131 | 77 | 102 | 131 | 77 |
Avg Bars in Losers | 55 | 61 | 49 | 55 | 61 | 49 |
Bars Traded | 22144 | 13076 | 9068 | 22144 | 13076 | 9068 |
Profit Streak | 11.0175 | 0 | 23.3508 | 11.0175 | 0 | 23.3508 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338827 | 278169 | -579278 | -580521 | -582524 | -580944 |
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{ "first_band": { "type": "t3", "factors": { "length": 139, "offset": 0, "a": 0.62336 } }, "second_band": { "type": "midpoint", "factors": { "length": 149, "offset": 0 } } }
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# | 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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