Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1432457.8135 | 15828.969 | -1448286.7825 | 956624.2457 | -4221111.247 | 5177735.4927 |
Total P&L (%) | -1432.4578 | 15.829 | -1448.2868 | 956.6242 | -4221.1112 | 5177.7355 |
Avg Daily Profit (%) | -0.7865 | 0.0087 | -0.7952 | 0.1295 | 0 | 0.218 |
Buy And Hold Return (%) | 768.577 | 768.577 | 768.577 | 768.577 | 768.577 | 768.577 |
Max Trade Drawdown | -1463655 | -100606 | -599759 | -16036388 | -6133707 | -11751238 |
Profit Factor | 0.2952 | 1.054 | 0.1674 | 1.0414 | 0.5465 | 1.3758 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 45 | 23 | 22 | 35 | 18 | 17 |
Losing Trades | 26 | 13 | 13 | 36 | 18 | 18 |
Profitability (%) | 63.3803 | 63.8889 | 62.8571 | 49.2958 | 50 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.1706 | 0.5957 | 0.0989 | 1.0712 | 0.5465 | 1.4567 |
Largest Winning Trade | 75409 | 75409 | 36975 | 13895654 | 1344826 | 13895654 |
Largest Losing Trade | -910153 | -72809 | -910153 | -5878472 | -2559210 | -5878472 |
Avg Bars in Trades | 96 | 76 | 117 | 96 | 76 | 117 |
Avg Bars in Winners | 51 | 37 | 65 | 95 | 71 | 120 |
Avg Bars in Losers | 174 | 144 | 205 | 97 | 81 | 114 |
Bars Traded | 6856 | 2750 | 4106 | 6856 | 2750 | 4106 |
Profit Streak | 168.0667 | 168.0667 | 233.8167 | 168.0667 | 168.0667 | 233.8167 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668660 | -507011 | -578148 | -374447 | -579812 | 322940 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 177, "offset": 0, "a": 0.66251 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 177, "offset": 0, "a": 0.66251 } } }
# | 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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