Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1335869.8689 | 1285548.8068 | 50321.062 | 1521229.2749 | 232107.731 | 1289121.544 |
Total P&L (%) | 1335.8699 | 1285.5488 | 50.3211 | 1521.2293 | 232.1077 | 1289.1215 |
Avg Daily Profit (%) | 0.5331 | 0.513 | 0.0201 | 0.1112 | 0.0479 | 0.1051 |
Buy And Hold Return (%) | 425.3975 | 425.3975 | 425.3975 | 425.3975 | 425.3975 | 425.3975 |
Max Trade Drawdown | -191118 | -79290 | -123435 | -10247264 | -5731230 | -6697920 |
Profit Factor | 3.7835 | 7.0642 | 1.1878 | 1.0986 | 1.0311 | 1.1619 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 36.8421 | 31.0345 | 42.8571 | 36.8421 | 31.0345 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.4861 | 15.6983 | 1.5838 | 1.8833 | 2.2913 | 1.5492 |
Largest Winning Trade | 956936 | 956936 | 54345 | 3442766 | 3442766 | 3165995 |
Largest Losing Trade | -63566 | -26431 | -63566 | -3903390 | -1934387 | -3903390 |
Avg Bars in Trades | 85 | 82 | 88 | 85 | 82 | 88 |
Avg Bars in Winners | 146 | 155 | 139 | 146 | 155 | 139 |
Avg Bars in Losers | 49 | 49 | 50 | 49 | 49 | 50 |
Bars Traded | 4866 | 2392 | 2474 | 4866 | 2392 | 2474 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170093 | 313885 | -368464 | -342542 | -487362 | -120541 |
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{ "first_band": { "type": "t3", "factors": { "length": 93, "offset": 0, "a": 0.66249 } }, "second_band": { "type": "ssf", "factors": { "length": 33, "offset": 0, "poles": 3 } } }
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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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