Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1306109.5158 | 1292841.9392 | 13267.5766 | 1141088.3228 | 862851.5248 | 278236.798 |
Total P&L (%) | 1306.1095 | 1292.8419 | 13.2676 | 1141.0883 | 862.8515 | 278.2368 |
Avg Daily Profit (%) | 0.7161 | 0.7088 | 0.0073 | 0.1382 | 0.1242 | 0.073 |
Buy And Hold Return (%) | 855.2408 | 855.2408 | 855.2408 | 855.2408 | 855.2408 | 855.2408 |
Max Trade Drawdown | -128194 | -76934 | -77204 | -1499023 | -1360279 | -468978 |
Profit Factor | 3.1392 | 4.4367 | 1.0566 | 1.2033 | 1.2335 | 1.1451 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 47.8261 | 47.0588 | 48.5714 | 47.8261 | 47.0588 | 48.5714 |
Ratio Avg Win / Avg Loss | 3.4246 | 4.9913 | 1.1188 | 1.3127 | 1.3877 | 1.2125 |
Largest Winning Trade | 824196 | 824196 | 60091 | 735741 | 735741 | 562710 |
Largest Losing Trade | -50417 | -45770 | -50417 | -593353 | -593353 | -387551 |
Avg Bars in Trades | 102 | 148 | 57 | 102 | 148 | 57 |
Avg Bars in Winners | 122 | 169 | 79 | 122 | 169 | 79 |
Avg Bars in Losers | 83 | 130 | 36 | 83 | 130 | 36 |
Bars Traded | 7066 | 5058 | 2008 | 7066 | 5058 | 2008 |
Profit Streak | 0 | 91.6525 | 0 | 0 | 91.6525 | 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 | -98716 | 339206 | -507706 | -177581 | -190269 | -322769 |
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{ "first_band": { "type": "t3", "factors": { "length": 110, "offset": 0, "a": 0.50115 } }, "second_band": { "type": "midpoint", "factors": { "length": 189, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 110, "offset": 0, "a": 0.50115 } }, "second_band": { "type": "midpoint", "factors": { "length": 189, "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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