Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1279426.808 | 1040335.3289 | 239091.4791 | 114256662.9013 | 75990084.8279 | 38266578.0734 |
Total P&L (%) | 1279.4268 | 1040.3353 | 239.0915 | 114256.6629 | 75990.0848 | 38266.5781 |
Avg Daily Profit (%) | 0.7054 | 0.5736 | 0.1318 | 0.389 | 0.3665 | 0.3286 |
Buy And Hold Return (%) | 587.6274 | 587.6274 | 587.6274 | 587.6274 | 587.6274 | 587.6274 |
Max Trade Drawdown | -78010 | -49435 | -61749 | -57017601 | -51871427 | -36087310 |
Profit Factor | 3.1879 | 4.6309 | 1.8017 | 1.3867 | 1.4688 | 1.2869 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 46.6216 | 43.2432 | 50 | 46.6216 | 43.2432 | 50 |
Ratio Avg Win / Avg Loss | 3.65 | 6.0781 | 1.8017 | 1.5877 | 1.9278 | 1.2869 |
Largest Winning Trade | 280140 | 280140 | 65206 | 50074934 | 50074934 | 29269606 |
Largest Losing Trade | -30954 | -22632 | -30954 | -20352743 | -20352743 | -17835941 |
Avg Bars in Trades | 144 | 136 | 153 | 144 | 136 | 153 |
Avg Bars in Winners | 228 | 226 | 231 | 228 | 226 | 231 |
Avg Bars in Losers | 71 | 68 | 74 | 71 | 68 | 74 |
Bars Traded | 21455 | 10133 | 11322 | 21455 | 10133 | 11322 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425560 | -56750 | -243855 | 376413 | -55398 | -55317 |
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{ "first_band": { "type": "t3", "factors": { "length": 49, "offset": 0, "a": 0.13995 } }, "second_band": { "type": "linreg", "factors": { "length": 125, "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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