Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1326256.4872 | 1320817.1215 | 5439.3657 | 511803.483 | 1149947.7714 | -638144.2885 |
Total P&L (%) | 1326.2565 | 1320.8171 | 5.4394 | 511.8035 | 1149.9478 | -638.1443 |
Avg Daily Profit (%) | 0.7272 | 0.7242 | 0.003 | 0.0994 | 0.1386 | 0 |
Buy And Hold Return (%) | 677.7854 | 677.7854 | 677.7854 | 677.7854 | 677.7854 | 677.7854 |
Max Trade Drawdown | -188913 | -107291 | -173264 | -1294581 | -588862 | -973113 |
Profit Factor | 2.7782 | 4.8 | 1.0137 | 1.1549 | 1.7516 | 0.6403 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 41.6667 | 37.5 | 45.8333 | 41.6667 | 37.5 | 45.8333 |
Ratio Avg Win / Avg Loss | 3.8895 | 8 | 1.198 | 1.6169 | 2.9193 | 0.7567 |
Largest Winning Trade | 959097 | 959097 | 64166 | 1242834 | 1242834 | 224462 |
Largest Losing Trade | -69317 | -30682 | -69317 | -333897 | -296442 | -333897 |
Avg Bars in Trades | 111 | 123 | 99 | 111 | 123 | 99 |
Avg Bars in Winners | 170 | 193 | 150 | 170 | 193 | 150 |
Avg Bars in Losers | 70 | 82 | 56 | 70 | 82 | 56 |
Bars Traded | 10723 | 5943 | 4780 | 10723 | 5943 | 4780 |
Profit Streak | 0 | 165.1303 | 0 | 0 | 165.1303 | 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 | 276606 | 328675 | -561643 | -277692 | -17014 | -582309 |
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{ "first_band": { "type": "t3", "factors": { "length": 133, "offset": 0, "a": 0.82048 } }, "second_band": { "type": "midprice", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 133, "offset": 0, "a": 0.82048 } }, "second_band": { "type": "midprice", "factors": { "length": 63, "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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