Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1594841.1128 | 59983.7842 | -1654824.8969 | 4603537.9184 | -28764949.9313 | 33368487.8497 |
Total P&L (%) | -1594.8411 | 59.9838 | -1654.8249 | 4603.5379 | -28764.9499 | 33368.4879 |
Avg Daily Profit (%) | -0.7065 | 0.0266 | -0.7331 | 0.1707 | 0 | 0.2579 |
Buy And Hold Return (%) | 515.8166 | 515.8166 | 515.8166 | 515.8166 | 515.8166 | 515.8166 |
Max Trade Drawdown | -1751004 | -131510 | -1761723 | -47972126 | -40999744 | -8008104 |
Profit Factor | 0.2808 | 1.2116 | 0.1443 | 1.0611 | 0.5127 | 3.0491 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 58 | 28 | 30 | 52 | 23 | 29 |
Losing Trades | 23 | 12 | 11 | 29 | 17 | 12 |
Profitability (%) | 71.6049 | 70 | 73.1707 | 64.1975 | 57.5 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.1113 | 0.5192 | 0.0529 | 0.5918 | 0.379 | 1.2617 |
Largest Winning Trade | 40383 | 40383 | 29913 | 23567830 | 12357705 | 23567830 |
Largest Losing Trade | -1348523 | -58389 | -1348523 | -19167306 | -19167306 | -4451818 |
Avg Bars in Trades | 75 | 82 | 68 | 75 | 82 | 68 |
Avg Bars in Winners | 35 | 32 | 37 | 39 | 29 | 48 |
Avg Bars in Losers | 176 | 199 | 151 | 138 | 154 | 116 |
Bars Traded | 6085 | 3290 | 2795 | 6085 | 3290 | 2795 |
Profit Streak | 40.5133 | 40.5133 | 278.5133 | 40.5133 | 40.5133 | 278.5133 |
Trades During Streak | 3 | 1 | 9 | 3 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -592550 | -322107 | -576258 | -159907 | -579229 | 628188 |
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{ "first_band": { "type": "t3", "factors": { "length": 6, "offset": 0, "a": 0.78412 } }, "second_band": { "type": "sma", "factors": { "length": 205, "offset": 0 } } }
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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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