Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1343403.1329 | 1294057.2156 | 49345.9174 | 2952877.8458 | 2828329.0986 | 124548.7472 |
Total P&L (%) | 1343.4031 | 1294.0572 | 49.3459 | 2952.8778 | 2828.3291 | 124.5487 |
Avg Daily Profit (%) | 0.736 | 0.709 | 0.027 | 0.1875 | 0.1852 | 0.0443 |
Buy And Hold Return (%) | 696.5541 | 696.5541 | 696.5541 | 696.5541 | 696.5541 | 696.5541 |
Max Trade Drawdown | -149971 | -97116 | -93326 | -3955632 | -2583079 | -2417121 |
Profit Factor | 3.0608 | 5.0828 | 1.1473 | 1.2156 | 1.4259 | 1.0177 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 43.4109 | 42.1875 | 44.6154 | 43.4109 | 42.1875 | 44.6154 |
Ratio Avg Win / Avg Loss | 3.99 | 6.9653 | 1.4243 | 1.5847 | 1.954 | 1.2633 |
Largest Winning Trade | 731398 | 731398 | 76694 | 4213893 | 4213893 | 2144630 |
Largest Losing Trade | -40549 | -30336 | -40549 | -1114548 | -1114548 | -787635 |
Avg Bars in Trades | 83 | 77 | 88 | 83 | 77 | 88 |
Avg Bars in Winners | 125 | 109 | 141 | 125 | 109 | 141 |
Avg Bars in Losers | 50 | 54 | 45 | 50 | 54 | 45 |
Bars Traded | 10728 | 4979 | 5749 | 10728 | 4979 | 5749 |
Profit Streak | 0 | 21.3466 | 0 | 0 | 21.3466 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319740 | -129538 | -515045 | 157685 | -134238 | -634630 |
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{ "first_band": { "type": "t3", "factors": { "length": 135, "offset": 0, "a": 0.60982 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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