Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 834078.6377 | 760993.9931 | 73084.6446 | 6133625.4193 | 9698645.5198 | -3565020.1005 |
Total P&L (%) | 834.0786 | 760.994 | 73.0846 | 6133.6254 | 9698.6455 | -3565.0201 |
Avg Daily Profit (%) | 0.4005 | 0.3654 | 0.0351 | 0.1986 | 0.2204 | 0 |
Buy And Hold Return (%) | 1146.929 | 1146.929 | 1146.929 | 1146.929 | 1146.929 | 1146.929 |
Max Trade Drawdown | -86593 | -42951 | -94653 | -5628190 | -1990665 | -6337430 |
Profit Factor | 2.8241 | 5.0026 | 1.2736 | 1.4001 | 2.7804 | 0.6393 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 48.2353 | 45.2381 | 51.1628 | 48.2353 | 45.2381 | 51.1628 |
Ratio Avg Win / Avg Loss | 3.0308 | 6.0558 | 1.2157 | 1.5025 | 3.3658 | 0.6102 |
Largest Winning Trade | 332854 | 332854 | 50366 | 6731994 | 6731994 | 824081 |
Largest Losing Trade | -46422 | -33630 | -46422 | -3563086 | -902546 | -3563086 |
Avg Bars in Trades | 289 | 293 | 284 | 289 | 293 | 284 |
Avg Bars in Winners | 380 | 378 | 382 | 380 | 378 | 382 |
Avg Bars in Losers | 203 | 222 | 182 | 203 | 222 | 182 |
Bars Traded | 24568 | 12319 | 12248 | 24568 | 12319 | 12248 |
Profit Streak | 173.4627 | 173.4627 | 188.546 | 173.4627 | 173.4627 | 188.546 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149683 | -149369 | -310312 | 348588 | 456427 | -579218 |
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{ "first_band": { "type": "t3", "factors": { "length": 235, "offset": 0, "a": 0.9051 } }, "second_band": { "type": "ssf", "factors": { "length": 153, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 235, "offset": 0, "a": 0.9051 } }, "second_band": { "type": "ssf", "factors": { "length": 153, "offset": 0, "poles": 3 } } }
# | 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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