Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169843.3532 | 359066.257 | -189222.9038 | -100089.4499 | -7896.9777 | -92192.4722 |
Total P&L (%) | 169.8434 | 359.0663 | -189.2229 | -100.0895 | -7.897 | -92.1925 |
Avg Daily Profit (%) | 0.0912 | 0.1928 | -0.1016 | 0 | -0.0044 | -0.1368 |
Buy And Hold Return (%) | 79.3258 | 79.3258 | 79.3258 | 79.3258 | 79.3258 | 79.3258 |
Max Trade Drawdown | -172062 | -79708 | -249764 | -69042 | -6752 | -62797 |
Profit Factor | 1.101 | 1.6295 | 0.8298 | 0.2456 | 0.4733 | 0.2166 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 174 | 83 | 91 | 144 | 74 | 70 |
Losing Trades | 145 | 76 | 69 | 175 | 85 | 90 |
Profitability (%) | 54.5455 | 52.2013 | 56.875 | 45.1411 | 46.5409 | 43.75 |
Ratio Avg Win / Avg Loss | 0.9175 | 1.492 | 0.6292 | 0.2984 | 0.5436 | 0.2784 |
Largest Winning Trade | 49239 | 46626 | 49239 | 7448 | 1446 | 7448 |
Largest Losing Trade | -102356 | -31427 | -102356 | -62486 | -4200 | -62486 |
Avg Bars in Trades | 69 | 56 | 81 | 69 | 56 | 81 |
Avg Bars in Winners | 56 | 47 | 63 | 81 | 65 | 98 |
Avg Bars in Losers | 85 | 65 | 105 | 59 | 48 | 69 |
Bars Traded | 22080 | 8987 | 13093 | 22080 | 8987 | 13093 |
Profit Streak | 0 | 0 | 0 | 40.4221 | 40.4221 | 41.7555 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -186021 | 300315 | -579604 | -579572 | -580741 | -581938 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 92, "offset": 0, "a": 0.42298 } } }
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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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