Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1218983.326 | 1199803.2101 | 19180.1159 | 1218813.2099 | 1814155.7487 | -595342.5388 |
Total P&L (%) | 1218.9833 | 1199.8032 | 19.1801 | 1218.8132 | 1814.1557 | -595.3425 |
Avg Daily Profit (%) | 0.671 | 0.6604 | 0.0106 | 0.1421 | 0.1626 | 0 |
Buy And Hold Return (%) | 609.3216 | 609.3216 | 609.3216 | 609.3216 | 609.3216 | 609.3216 |
Max Trade Drawdown | -110540 | -61753 | -78718 | -2719361 | -1742995 | -1360116 |
Profit Factor | 3.1434 | 5.1181 | 1.0691 | 1.2008 | 1.5756 | 0.796 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 39.1304 | 41.3043 | 36.9565 | 39.1304 | 41.3043 | 36.9565 |
Ratio Avg Win / Avg Loss | 4.8897 | 7.2731 | 1.8238 | 1.8679 | 2.239 | 1.3578 |
Largest Winning Trade | 639699 | 639699 | 64958 | 2637125 | 2637125 | 600774 |
Largest Losing Trade | -42584 | -41309 | -42584 | -1038887 | -1038887 | -1000586 |
Avg Bars in Trades | 77 | 86 | 67 | 77 | 86 | 67 |
Avg Bars in Winners | 120 | 140 | 98 | 120 | 140 | 98 |
Avg Bars in Losers | 49 | 48 | 49 | 49 | 48 | 49 |
Bars Traded | 7100 | 3991 | 3109 | 7100 | 3991 | 3109 |
Profit Streak | 0 | 100.7055 | 0 | 0 | 100.7055 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 259309 | 389074 | -492860 | -13236 | 198508 | -584110 |
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{ "first_band": { "type": "t3", "factors": { "length": 99, "offset": 0, "a": 0.61886 } }, "second_band": { "type": "midprice", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 99, "offset": 0, "a": 0.61886 } }, "second_band": { "type": "midprice", "factors": { "length": 91, "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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