Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1380037.3292 | 1313588.7365 | 66448.5927 | 4620009.0223 | 5803494.7166 | -1183485.6943 |
Total P&L (%) | 1380.0373 | 1313.5887 | 66.4486 | 4620.009 | 5803.4947 | -1183.4857 |
Avg Daily Profit (%) | 0.7617 | 0.725 | 0.0367 | 0.213 | 0.2253 | 0 |
Buy And Hold Return (%) | 498.1486 | 498.1486 | 498.1486 | 498.1486 | 498.1486 | 498.1486 |
Max Trade Drawdown | -135531 | -82216 | -79227 | -9532936 | -6528635 | -3976602 |
Profit Factor | 4.1759 | 7.5923 | 1.2824 | 1.3195 | 1.6841 | 0.8021 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 49.1803 | 51.6129 | 46.6667 | 49.1803 | 51.6129 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.3151 | 7.1178 | 1.4656 | 1.3634 | 1.5789 | 0.9166 |
Largest Winning Trade | 642553 | 642553 | 75462 | 8832917 | 8832917 | 1304046 |
Largest Losing Trade | -44460 | -37513 | -44460 | -3806388 | -3806388 | -1290947 |
Avg Bars in Trades | 114 | 131 | 97 | 114 | 131 | 97 |
Avg Bars in Winners | 162 | 187 | 134 | 162 | 187 | 134 |
Avg Bars in Losers | 67 | 70 | 64 | 67 | 70 | 64 |
Bars Traded | 6974 | 4063 | 2911 | 6974 | 4063 | 2911 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149604 | 640398 | -311050 | -157967 | 418109 | -582121 |
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{ "first_band": { "type": "t3", "factors": { "length": 138, "offset": 0, "a": 0.76633 } }, "second_band": { "type": "midprice", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 138, "offset": 0, "a": 0.76633 } }, "second_band": { "type": "midprice", "factors": { "length": 109, "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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