Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1202005.3488 | 1208327.7896 | -6322.4408 | 782368.7973 | 332095.1828 | 450273.6145 |
Total P&L (%) | 1202.0053 | 1208.3278 | -6.3224 | 782.3688 | 332.0952 | 450.2736 |
Avg Daily Profit (%) | 0.6412 | 0.6446 | -0.0034 | 0.1162 | 0.0781 | 0.091 |
Buy And Hold Return (%) | 594.6805 | 594.6805 | 594.6805 | 594.6805 | 594.6805 | 594.6805 |
Max Trade Drawdown | -146571 | -68586 | -153569 | -473868 | -402602 | -117608 |
Profit Factor | 3.4767 | 6.0605 | 0.9744 | 1.6442 | 1.4369 | 1.9909 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 20 | 14 | 6 | 20 | 14 | 6 |
Losing Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Profitability (%) | 25.974 | 35.8974 | 15.7895 | 25.974 | 35.8974 | 15.7895 |
Ratio Avg Win / Avg Loss | 9.9087 | 10.8224 | 5.1966 | 4.6859 | 2.5658 | 10.6183 |
Largest Winning Trade | 752065 | 752065 | 74006 | 510933 | 510933 | 392455 |
Largest Losing Trade | -37880 | -37880 | -36440 | -261242 | -261242 | -84573 |
Avg Bars in Trades | 69 | 71 | 67 | 69 | 71 | 67 |
Avg Bars in Winners | 211 | 142 | 374 | 211 | 142 | 374 |
Avg Bars in Losers | 19 | 31 | 9 | 19 | 31 | 9 |
Bars Traded | 5333 | 2774 | 2560 | 5333 | 2774 | 2560 |
Profit Streak | 85.1528 | 89.4862 | 0 | 85.1528 | 89.4862 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59529 | 316232 | -648396 | -173147 | -257329 | -303859 |
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{ "first_band": { "type": "t3", "factors": { "length": 219, "offset": 0, "a": 0.74385 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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