Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554584.6038 | 451617.5648 | 102967.039 | 172679.0836 | 246944.3586 | -74265.275 |
Total P&L (%) | 554.5846 | 451.6176 | 102.967 | 172.6791 | 246.9444 | -74.2653 |
Avg Daily Profit (%) | 0.2407 | 0.196 | 0.0447 | 0.0435 | 0.054 | -0.0589 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193443 | -147454 | -133735 | -715552 | -633853 | -378597 |
Profit Factor | 1.5676 | 1.7845 | 1.2565 | 1.071 | 1.1693 | 0.9238 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Profitability (%) | 40.1235 | 40.7407 | 39.5062 | 40.1235 | 40.7407 | 39.5062 |
Ratio Avg Win / Avg Loss | 2.3393 | 2.5956 | 1.9241 | 1.5982 | 1.7009 | 1.4146 |
Largest Winning Trade | 294998 | 294998 | 61612 | 598264 | 598264 | 155790 |
Largest Losing Trade | -40662 | -40662 | -21498 | -288172 | -288172 | -103218 |
Avg Bars in Trades | 55 | 46 | 65 | 55 | 46 | 65 |
Avg Bars in Winners | 79 | 51 | 108 | 79 | 51 | 108 |
Avg Bars in Losers | 39 | 42 | 36 | 39 | 42 | 36 |
Bars Traded | 9016 | 3737 | 5278 | 9016 | 3737 | 5278 |
Profit Streak | 18.6224 | 0 | 48.1224 | 18.6224 | 0 | 48.1224 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316266 | -4587 | -147345 | -278540 | -169509 | -594161 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 17, "offset": 0, "a": 0.6482 } } }
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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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