Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1281556.0802 | 1267114.721 | 14441.3592 | 659614.7171 | 745654.4096 | -86039.6925 |
Total P&L (%) | 1281.5561 | 1267.1147 | 14.4414 | 659.6147 | 745.6544 | -86.0397 |
Avg Daily Profit (%) | 0.7034 | 0.6955 | 0.0079 | 0.1113 | 0.1172 | -0.108 |
Buy And Hold Return (%) | 675.7839 | 675.7839 | 675.7839 | 675.7839 | 675.7839 | 675.7839 |
Max Trade Drawdown | -201448 | -92399 | -147014 | -423768 | -232563 | -331490 |
Profit Factor | 3.2348 | 5.7807 | 1.0468 | 1.4982 | 2.2977 | 0.8852 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.8818 | 6.9369 | 1.2562 | 1.7978 | 2.7572 | 1.0622 |
Largest Winning Trade | 556221 | 556221 | 71060 | 340972 | 340972 | 198725 |
Largest Losing Trade | -79703 | -38071 | -79703 | -212911 | -212911 | -191015 |
Avg Bars in Trades | 162 | 181 | 142 | 162 | 181 | 142 |
Avg Bars in Winners | 229 | 267 | 191 | 229 | 267 | 191 |
Avg Bars in Losers | 105 | 110 | 101 | 105 | 110 | 101 |
Bars Traded | 10693 | 5997 | 4696 | 10693 | 5997 | 4696 |
Profit Streak | 0 | 191.079 | 0 | 0 | 191.079 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119601 | 435578 | -518827 | -337841 | -166119 | -580903 |
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{ "first_band": { "type": "t3", "factors": { "length": 157, "offset": 0, "a": 0.79968 } }, "second_band": { "type": "midpoint", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 157, "offset": 0, "a": 0.79968 } }, "second_band": { "type": "midpoint", "factors": { "length": 94, "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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