Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819890.7636 | 711015.2157 | 108875.5479 | 4408782.0973 | 7886861.7655 | -3478079.6682 |
Total P&L (%) | 819.8908 | 711.0152 | 108.8755 | 4408.7821 | 7886.8618 | -3478.0797 |
Avg Daily Profit (%) | 0.3277 | 0.2842 | 0.0435 | 0.1523 | 0.1752 | 0 |
Buy And Hold Return (%) | 813.7784 | 813.7784 | 813.7784 | 813.7784 | 813.7784 | 813.7784 |
Max Trade Drawdown | -77848 | -67689 | -101597 | -5446281 | -550119 | -5489739 |
Profit Factor | 3.134 | 6.1254 | 1.4435 | 1.5561 | 7.5992 | 0.4835 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 60.274 | 55.5556 | 64.8649 | 60.274 | 55.5556 | 64.8649 |
Ratio Avg Win / Avg Loss | 2.0656 | 4.9003 | 0.7819 | 1.0256 | 6.0794 | 0.2619 |
Largest Winning Trade | 162191 | 162191 | 64290 | 4628209 | 4628209 | 661116 |
Largest Losing Trade | -77848 | -51815 | -77848 | -5446281 | -405616 | -5446281 |
Avg Bars in Trades | 97 | 111 | 82 | 97 | 111 | 82 |
Avg Bars in Winners | 95 | 73 | 112 | 95 | 73 | 112 |
Avg Bars in Losers | 99 | 159 | 26 | 99 | 159 | 26 |
Bars Traded | 7088 | 4028 | 3060 | 7088 | 4028 | 3060 |
Profit Streak | 138.6167 | 138.6167 | 296.6167 | 138.6167 | 138.6167 | 296.6167 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -221639 | -147203 | -297989 | -65092 | 635136 | -577498 |
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{ "first_band": { "type": "t3", "factors": { "length": 36, "offset": 0, "a": 0.70546 } }, "second_band": { "type": "midpoint", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 36, "offset": 0, "a": 0.70546 } }, "second_band": { "type": "midpoint", "factors": { "length": 202, "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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