Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1519640.8426 | 1407833.6048 | 111807.2378 | 9886739.7165 | 6512256.7866 | 3374482.9299 |
Total P&L (%) | 1519.6408 | 1407.8336 | 111.8072 | 9886.7397 | 6512.2568 | 3374.4829 |
Avg Daily Profit (%) | 0.8322 | 0.771 | 0.0612 | 0.2524 | 0.2298 | 0.1945 |
Buy And Hold Return (%) | 646.9526 | 646.9526 | 646.9526 | 646.9526 | 646.9526 | 646.9526 |
Max Trade Drawdown | -139206 | -98456 | -84195 | -4788161 | -2935538 | -3238143 |
Profit Factor | 3.9572 | 6.4524 | 1.4373 | 1.6894 | 2.0101 | 1.4275 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 40 | 31.25 | 48.4848 | 40 | 31.25 | 48.4848 |
Ratio Avg Win / Avg Loss | 5.9358 | 14.1952 | 1.5271 | 2.5342 | 4.4222 | 1.5168 |
Largest Winning Trade | 618127 | 618127 | 67241 | 3506942 | 3003534 | 3506942 |
Largest Losing Trade | -32245 | -32121 | -32245 | -1934415 | -1874997 | -1934415 |
Avg Bars in Trades | 82 | 86 | 78 | 82 | 86 | 78 |
Avg Bars in Winners | 132 | 159 | 115 | 132 | 159 | 115 |
Avg Bars in Losers | 48 | 54 | 42 | 48 | 54 | 42 |
Bars Traded | 5356 | 2780 | 2576 | 5356 | 2780 | 2576 |
Profit Streak | 0 | 166.2962 | 0 | 0 | 166.2962 | 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 | -124505 | 337474 | -275522 | -128479 | 207183 | 293818 |
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{ "first_band": { "type": "t3", "factors": { "length": 62, "offset": 0, "a": 0.61797 } }, "second_band": { "type": "ema", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 62, "offset": 0, "a": 0.61797 } }, "second_band": { "type": "ema", "factors": { "length": 54, "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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