Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143171.9889 | 309115.4904 | -165943.5015 | -121309.8526 | 678228.9084 | -799538.761 |
Total P&L (%) | 143.172 | 309.1155 | -165.9435 | -121.3099 | 678.2289 | -799.5388 |
Avg Daily Profit (%) | 0.0885 | 0.191 | -0.1026 | 0 | 0.1269 | 0 |
Buy And Hold Return (%) | 23.3945 | 23.3945 | 23.3945 | 23.3945 | 23.3945 | 23.3945 |
Max Trade Drawdown | -281970 | -164660 | -280004 | -755803 | -208310 | -830246 |
Profit Factor | 1.1474 | 1.781 | 0.7115 | 0.9321 | 2.4706 | 0.3963 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 48 | 24 | 24 | 48 | 31 | 17 |
Losing Trades | 49 | 24 | 25 | 49 | 17 | 32 |
Profitability (%) | 49.4845 | 50 | 48.9796 | 49.4845 | 64.5833 | 34.6939 |
Ratio Avg Win / Avg Loss | 1.1713 | 1.781 | 0.7412 | 0.9515 | 1.3549 | 0.746 |
Largest Winning Trade | 93764 | 93764 | 57902 | 237019 | 171936 | 237019 |
Largest Losing Trade | -144965 | -63747 | -144965 | -331765 | -124112 | -331765 |
Avg Bars in Trades | 197 | 212 | 183 | 197 | 212 | 183 |
Avg Bars in Winners | 177 | 154 | 199 | 224 | 223 | 225 |
Avg Bars in Losers | 218 | 269 | 168 | 171 | 191 | 161 |
Bars Traded | 19185 | 10190 | 8995 | 19185 | 10190 | 8995 |
Profit Streak | 491.9629 | 0 | 573.9629 | 0 | 571.0463 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133111 | 396389 | -580119 | -580720 | -17037 | -586634 |
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{ "first_band": { "type": "t3", "factors": { "length": 115, "offset": 0, "a": 0.94736 } }, "second_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 115, "offset": 0, "a": 0.94736 } }, "second_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 2 } } }
# | 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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