Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1210975.281 | -9607.5089 | -1201367.7721 | -847443.2427 | -6677316.2601 | 5829873.0174 |
Total P&L (%) | -1210.9753 | -9.6075 | -1201.3678 | -847.4432 | -6677.3163 | 5829.873 |
Avg Daily Profit (%) | -0.6654 | -0.0053 | -0.6602 | 0 | 0 | 0.2246 |
Buy And Hold Return (%) | 634.6024 | 634.6024 | 634.6024 | 634.6024 | 634.6024 | 634.6024 |
Max Trade Drawdown | -1273585 | -191261 | -1237910 | -19267746 | -13542612 | -7616359 |
Profit Factor | 0.3475 | 0.9733 | 0.197 | 0.9732 | 0.6375 | 1.4426 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 51 | 20 | 31 | 44 | 17 | 27 |
Losing Trades | 39 | 25 | 14 | 46 | 28 | 18 |
Profitability (%) | 56.6667 | 44.4444 | 68.8889 | 48.8889 | 37.7778 | 60 |
Ratio Avg Win / Avg Loss | 0.2657 | 1.2166 | 0.089 | 1.0174 | 1.0501 | 0.9617 |
Largest Winning Trade | 67693 | 67693 | 38706 | 8579283 | 3558109 | 8579283 |
Largest Losing Trade | -550467 | -67368 | -550467 | -10887931 | -10887931 | -4450621 |
Avg Bars in Trades | 118 | 113 | 123 | 118 | 113 | 123 |
Avg Bars in Winners | 75 | 74 | 75 | 131 | 133 | 129 |
Avg Bars in Losers | 176 | 144 | 231 | 107 | 101 | 115 |
Bars Traded | 10698 | 5119 | 5579 | 10698 | 5119 | 5579 |
Profit Streak | 10.6984 | 10.6984 | 23.365 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578577 | -580558 | -577228 | -579303 | -583798 | 320360 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 136, "offset": 0, "a": 0.65833 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 136, "offset": 0, "a": 0.65833 } } }
# | 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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