Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958620.2806 | 1018881.7969 | -60261.5162 | 130376.5483 | 732227.677 | -601851.1287 |
Total P&L (%) | 958.6203 | 1018.8818 | -60.2615 | 130.3765 | 732.2277 | -601.8511 |
Avg Daily Profit (%) | 0.5284 | 0.5616 | -0.0332 | 0.046 | 0.1169 | 0 |
Buy And Hold Return (%) | 493.0009 | 493.0009 | 493.0009 | 493.0009 | 493.0009 | 493.0009 |
Max Trade Drawdown | -159084 | -79825 | -137370 | -631689 | -411357 | -677989 |
Profit Factor | 2.4878 | 4.4838 | 0.8287 | 1.0599 | 1.7307 | 0.4881 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 40 | 45.7143 | 34.2857 | 40 | 45.7143 | 34.2857 |
Ratio Avg Win / Avg Loss | 3.7316 | 5.3245 | 1.5884 | 1.5898 | 2.0552 | 0.9355 |
Largest Winning Trade | 624630 | 624630 | 77507 | 624780 | 624780 | 102610 |
Largest Losing Trade | -59929 | -33601 | -59929 | -184174 | -155521 | -184174 |
Avg Bars in Trades | 147 | 136 | 159 | 147 | 136 | 159 |
Avg Bars in Winners | 254 | 215 | 306 | 254 | 215 | 306 |
Avg Bars in Losers | 77 | 70 | 82 | 77 | 70 | 82 |
Bars Traded | 10359 | 4777 | 5582 | 10359 | 4777 | 5582 |
Profit Streak | 0 | 157.0884 | 0 | 0 | 157.0884 | 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 | -94339 | 396016 | -584121 | -553470 | -49212 | -586898 |
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{ "first_band": { "type": "t3", "factors": { "length": 131, "offset": 0, "a": 0.39793 } }, "second_band": { "type": "midprice", "factors": { "length": 59, "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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